{smcl}
{com}{sf}{ul off}{txt}{.-}
      name:  {res}<unnamed>
       {txt}log:  {res}\\file\UsersW$\wrr15\Home\My Documents\My Files\XINDONG XUE\META-ANALYSIS\REVISION FOR JHE\DATA AND CODE\Part3 Results(20191130).smcl
  {txt}log type:  {res}smcl
 {txt}opened on:  {res} 1 Dec 2019, 19:34:24
{txt}
{com}. use "sc_data(20191130).dta"
{txt}
{com}. replace numberofscvariables=2 if id==524 
{txt}(10 real changes made)

{com}. 
. ******************************************************************************
. *DEFINITION OF BASIC VARIABLES
. ******************************************************************************
. gen tstat = real(tstatistics)
{txt}(1 missing value generated)

{com}. gen negative = 1
{txt}
{com}. replace negative = -1 if ((badhealth == 1 & badsc == 0) | (badhealth == 0 & badsc == 1))
{txt}(5,727 real changes made)

{com}. replace tstat = tstat*negative
{txt}(5,656 real changes made)

{com}. gen df = nobs
{txt}
{com}. gen obsno = _n
{txt}
{com}. replace df = . if tstat == .
{txt}(1 real change made, 1 to missing)

{com}. gen r = tstat/sqrt(tstat^2+df)
{txt}(1 missing value generated)

{com}. gen varR = (1-r^2)/df
{txt}(1 missing value generated)

{com}. gen seR = sqrt(varR)
{txt}(1 missing value generated)

{com}. gen pcc = r
{txt}(1 missing value generated)

{com}. 
. quietly summ pcc, detail
{txt}
{com}. keep if pcc > r(p1) & pcc < r(p99) 
{txt}(263 observations deleted)

{com}. 
. // Calculating study weights
. bysort id: egen numberests = count(id)
{txt}
{com}. tabulate numberests 

 {txt}numberests {c |}      Freq.     Percent        Cum.
{hline 12}{c +}{hline 35}
          1 {c |}{res}         12        0.09        0.09
{txt}          2 {c |}{res}         46        0.36        0.45
{txt}          3 {c |}{res}         54        0.42        0.88
{txt}          4 {c |}{res}         60        0.47        1.35
{txt}          5 {c |}{res}         60        0.47        1.82
{txt}          6 {c |}{res}        138        1.08        2.90
{txt}          7 {c |}{res}         84        0.66        3.55
{txt}          8 {c |}{res}        192        1.50        5.06
{txt}          9 {c |}{res}         90        0.70        5.76
{txt}         10 {c |}{res}        130        1.02        6.78
{txt}         11 {c |}{res}         66        0.52        7.29
{txt}         12 {c |}{res}        456        3.57       10.86
{txt}         13 {c |}{res}         13        0.10       10.96
{txt}         14 {c |}{res}        210        1.64       12.61
{txt}         15 {c |}{res}        105        0.82       13.43
{txt}         16 {c |}{res}        352        2.75       16.18
{txt}         17 {c |}{res}        102        0.80       16.98
{txt}         18 {c |}{res}        270        2.11       19.10
{txt}         19 {c |}{res}         57        0.45       19.54
{txt}         20 {c |}{res}        220        1.72       21.26
{txt}         21 {c |}{res}         84        0.66       21.92
{txt}         22 {c |}{res}        176        1.38       23.30
{txt}         23 {c |}{res}         46        0.36       23.66
{txt}         24 {c |}{res}        456        3.57       27.23
{txt}         25 {c |}{res}         25        0.20       27.42
{txt}         26 {c |}{res}        104        0.81       28.24
{txt}         27 {c |}{res}        189        1.48       29.72
{txt}         28 {c |}{res}         84        0.66       30.37
{txt}         29 {c |}{res}         58        0.45       30.83
{txt}         30 {c |}{res}        240        1.88       32.70
{txt}         31 {c |}{res}         31        0.24       32.95
{txt}         32 {c |}{res}        288        2.25       35.20
{txt}         33 {c |}{res}         99        0.77       35.98
{txt}         34 {c |}{res}         34        0.27       36.24
{txt}         35 {c |}{res}        245        1.92       38.16
{txt}         36 {c |}{res}        504        3.94       42.10
{txt}         37 {c |}{res}         37        0.29       42.39
{txt}         40 {c |}{res}        200        1.57       43.96
{txt}         42 {c |}{res}        126        0.99       44.94
{txt}         44 {c |}{res}         88        0.69       45.63
{txt}         45 {c |}{res}        135        1.06       46.69
{txt}         46 {c |}{res}         46        0.36       47.05
{txt}         48 {c |}{res}        288        2.25       49.30
{txt}         49 {c |}{res}         98        0.77       50.07
{txt}         50 {c |}{res}        200        1.57       51.64
{txt}         51 {c |}{res}        102        0.80       52.43
{txt}         54 {c |}{res}        108        0.85       53.28
{txt}         55 {c |}{res}        110        0.86       54.14
{txt}         56 {c |}{res}         56        0.44       54.58
{txt}         57 {c |}{res}         57        0.45       55.02
{txt}         60 {c |}{res}        480        3.76       58.78
{txt}         64 {c |}{res}        128        1.00       59.78
{txt}         65 {c |}{res}         65        0.51       60.29
{txt}         68 {c |}{res}        136        1.06       61.36
{txt}         70 {c |}{res}         70        0.55       61.90
{txt}         72 {c |}{res}        288        2.25       64.16
{txt}         73 {c |}{res}         73        0.57       64.73
{txt}         76 {c |}{res}        152        1.19       65.92
{txt}         77 {c |}{res}         77        0.60       66.52
{txt}         78 {c |}{res}         78        0.61       67.13
{txt}         80 {c |}{res}        240        1.88       69.01
{txt}         84 {c |}{res}         84        0.66       69.67
{txt}         87 {c |}{res}         87        0.68       70.35
{txt}         93 {c |}{res}         93        0.73       71.08
{txt}         96 {c |}{res}        384        3.01       74.08
{txt}        102 {c |}{res}        102        0.80       74.88
{txt}        104 {c |}{res}        104        0.81       75.69
{txt}        108 {c |}{res}        108        0.85       76.54
{txt}        110 {c |}{res}        110        0.86       77.40
{txt}        120 {c |}{res}        240        1.88       79.28
{txt}        121 {c |}{res}        121        0.95       80.22
{txt}        124 {c |}{res}        124        0.97       81.19
{txt}        127 {c |}{res}        127        0.99       82.19
{txt}        128 {c |}{res}        256        2.00       84.19
{txt}        136 {c |}{res}        136        1.06       85.26
{txt}        138 {c |}{res}        276        2.16       87.42
{txt}        140 {c |}{res}        140        1.10       88.51
{txt}        143 {c |}{res}        143        1.12       89.63
{txt}        148 {c |}{res}        148        1.16       90.79
{txt}        152 {c |}{res}        152        1.19       91.98
{txt}        160 {c |}{res}        160        1.25       93.23
{txt}        172 {c |}{res}        172        1.35       94.58
{txt}        225 {c |}{res}        225        1.76       96.34
{txt}        228 {c |}{res}        228        1.78       98.12
{txt}        240 {c |}{res}        240        1.88      100.00
{txt}{hline 12}{c +}{hline 35}
      Total {c |}{res}     12,778      100.00
{txt}
{com}. gen weight = 1/numberests
{txt}
{com}. 
. // Study Type
. describe journal

              {txt}storage   display    value
variable name   type    format     label      variable label
{hline}
{p 0 48}{res}{bind:journal        }{txt}{bind: str69   }{bind:{txt}%69s      }{space 1}{bind:         }{bind:  }{res}{res}{p_end}
{txt}
{com}. gen journal2 = journal
{txt}(297 missing values generated)

{com}. encode journal, gen(njournal)
{txt}
{com}. drop journal
{txt}
{com}. gen journal=(njournal != .)
{txt}
{com}. 
. // Countries
. gen eastasia=(country_region=="East_Asia")
{txt}
{com}. gen usa=(country_region=="USA")
{txt}
{com}. gen westnortheurope=(country_region=="West_North_Europe")
{txt}
{com}. gen highincome=(country_region=="High-income countries")
{txt}
{com}. gen othercountry = 1 - eastasia - usa - westnortheurope - highincome
{txt}
{com}. 
. // Social Capital Measures
. gen cognitive = (cognitivestructual == 0)
{txt}
{com}. replace cognitive = . if cognitivestructual == .
{txt}(1,002 real changes made, 1,002 to missing)

{com}. gen structural = (cognitivestructual == 1)
{txt}
{com}. replace structural = . if cognitivestructual == .
{txt}(1,002 real changes made, 1,002 to missing)

{com}. gen bonding = (bondingbridginglinking == 0)
{txt}
{com}. replace bonding = . if bondingbridginglinking == .
{txt}(9,206 real changes made, 9,206 to missing)

{com}. gen bridging = (bondingbridginglinking == 1)
{txt}
{com}. replace bridging = . if bondingbridginglinking == .
{txt}(9,206 real changes made, 9,206 to missing)

{com}. gen linking = (bondingbridginglinking == 2)
{txt}
{com}. replace linking = . if bondingbridginglinking == .
{txt}(9,206 real changes made, 9,206 to missing)

{com}. sum bondingbridginglinking bonding bridging linking

{txt}    Variable {c |}        Obs        Mean    Std. Dev.       Min        Max
{hline 13}{c +}{hline 57}
bondingbri~g {c |}{res}      3,572    .4193729    .5669363          0          2
{txt}{space 5}bonding {c |}{res}      3,572    .6195409    .4855677          0          1
{txt}{space 4}bridging {c |}{res}      3,572    .3415454    .4742943          0          1
{txt}{space 5}linking {c |}{res}      3,572    .0389138    .1934166          0          1
{txt}
{com}. 
. quietly summ numberofscvariables
{txt}
{com}. // We replace numberofscvariables with deviation from mean
. replace numberofscvariables = numberofscvariables - r(mean)
{txt}variable {bf}numberofscvariables{sf} was {bf}{res}byte{sf}{txt} now {bf}{res}float{sf}
{txt}(12,778 real changes made)

{com}. 
. // Estimation Method
. gen otherestimation = 1 - ols - fgls - probitlogit - orderedprobitlogit - orhr - hlm - iv 
{txt}(45 missing values generated)

{com}. quietly summ numberofscvariables
{txt}
{com}. // We replace numberofscvariables with deviation from mean
. replace numberofscvariables = numberofscvariables - r(mean)
{txt}(1,173 real changes made)

{com}. 
. // Calculation of t-statistic
. gen tcalculatedbyci=(tcalculatedbycise==1 & cilowerbound != .)
{txt}
{com}. gen tcalculatedbypvalue2 = tcalculatedbypvalue
{txt}(10,324 missing values generated)

{com}. replace tcalculatedbypvalue = (tcalculatedbypvalue2 == 1)
{txt}(10,324 real changes made)

{com}. gen tnormal = 1 - tcalculatedbyci - tcalculatedbypvalue
{txt}
{com}. 
. // Generating transformed variables for FE and RE
. gen fetstatR = r/seR
{txt}
{com}. metareg r seR pubyear panel iv eastasia westnortheurope highincome othercountry ///
> physicalhealth mentalhealth selfreported cognitivestructual bondingbridginglinking ///
> numberofscvariables age gender education maritalstatus income ols orhr hlm ///
> seother tnormal tcalculatedbypvalue, wsse(seR)

{txt}Meta-regression{col 55}Number of obs{col 70}= {res}   3205
REML{txt} estimate of between-study variance{col 55}tau2{col 70}={res} .000993
{txt}% residual variation due to heterogeneity{col 55}I-squared_res{col 70}= {res} 85.88%
{txt}Proportion of between-study variance explained{col 55}Adj R-squared {col 70}= {res} 23.72%
{txt}Joint test for all covariates{col 55}Model F({res}25{txt},{res}3179{txt}){col 70}= {res}  25.91
With{txt} Knapp-Hartung modification{col 55}Prob > F{col 70}= {res} 0.0000
{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}              r{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 12}seR {c |}{col 17}{res}{space 2} .7008014{col 29}{space 2}  .069362{col 40}{space 1}   10.10{col 49}{space 3}0.000{col 57}{space 4} .5648025{col 70}{space 3} .8368003
{txt}{space 8}pubyear {c |}{col 17}{res}{space 2}  .000694{col 29}{space 2} .0001624{col 40}{space 1}    4.27{col 49}{space 3}0.000{col 57}{space 4} .0003755{col 70}{space 3} .0010124
{txt}{space 10}panel {c |}{col 17}{res}{space 2}-.0025808{col 29}{space 2} .0020502{col 40}{space 1}   -1.26{col 49}{space 3}0.208{col 57}{space 4}-.0066007{col 70}{space 3} .0014392
{txt}{space 13}iv {c |}{col 17}{res}{space 2} .0151398{col 29}{space 2} .0052273{col 40}{space 1}    2.90{col 49}{space 3}0.004{col 57}{space 4} .0048906{col 70}{space 3}  .025389
{txt}{space 7}eastasia {c |}{col 17}{res}{space 2} -.012131{col 29}{space 2} .0028289{col 40}{space 1}   -4.29{col 49}{space 3}0.000{col 57}{space 4}-.0176776{col 70}{space 3}-.0065844
{txt}westnortheurope {c |}{col 17}{res}{space 2}-.0041282{col 29}{space 2}  .002706{col 40}{space 1}   -1.53{col 49}{space 3}0.127{col 57}{space 4}-.0094338{col 70}{space 3} .0011775
{txt}{space 5}highincome {c |}{col 17}{res}{space 2}-.0089081{col 29}{space 2} .0033803{col 40}{space 1}   -2.64{col 49}{space 3}0.008{col 57}{space 4} -.015536{col 70}{space 3}-.0022803
{txt}{space 3}othercountry {c |}{col 17}{res}{space 2}-.0271296{col 29}{space 2} .0034457{col 40}{space 1}   -7.87{col 49}{space 3}0.000{col 57}{space 4}-.0338856{col 70}{space 3}-.0203736
{txt}{space 1}physicalhealth {c |}{col 17}{res}{space 2}-.0130844{col 29}{space 2} .0032813{col 40}{space 1}   -3.99{col 49}{space 3}0.000{col 57}{space 4} -.019518{col 70}{space 3}-.0066508
{txt}{space 3}mentalhealth {c |}{col 17}{res}{space 2}-.0052599{col 29}{space 2} .0021015{col 40}{space 1}   -2.50{col 49}{space 3}0.012{col 57}{space 4}-.0093804{col 70}{space 3}-.0011394
{txt}{space 3}selfreported {c |}{col 17}{res}{space 2}-.0013124{col 29}{space 2} .0035289{col 40}{space 1}   -0.37{col 49}{space 3}0.710{col 57}{space 4}-.0082316{col 70}{space 3} .0056068
{txt}cognitivestru~l {c |}{col 17}{res}{space 2}-.0010499{col 29}{space 2} .0023042{col 40}{space 1}   -0.46{col 49}{space 3}0.649{col 57}{space 4}-.0055678{col 70}{space 3}  .003468
{txt}bondingbridgi~g {c |}{col 17}{res}{space 2} .0025699{col 29}{space 2} .0015262{col 40}{space 1}    1.68{col 49}{space 3}0.092{col 57}{space 4}-.0004225{col 70}{space 3} .0055622
{txt}numberofscvar~s {c |}{col 17}{res}{space 2}-.0004224{col 29}{space 2}  .000146{col 40}{space 1}   -2.89{col 49}{space 3}0.004{col 57}{space 4}-.0007087{col 70}{space 3}-.0001362
{txt}{space 12}age {c |}{col 17}{res}{space 2} -.007384{col 29}{space 2} .0024899{col 40}{space 1}   -2.97{col 49}{space 3}0.003{col 57}{space 4} -.012266{col 70}{space 3} -.002502
{txt}{space 9}gender {c |}{col 17}{res}{space 2}-.0061223{col 29}{space 2} .0027559{col 40}{space 1}   -2.22{col 49}{space 3}0.026{col 57}{space 4}-.0115259{col 70}{space 3}-.0007188
{txt}{space 6}education {c |}{col 17}{res}{space 2}-.0009896{col 29}{space 2} .0021376{col 40}{space 1}   -0.46{col 49}{space 3}0.643{col 57}{space 4}-.0051807{col 70}{space 3} .0032016
{txt}{space 2}maritalstatus {c |}{col 17}{res}{space 2}-.0005161{col 29}{space 2} .0020529{col 40}{space 1}   -0.25{col 49}{space 3}0.802{col 57}{space 4}-.0045413{col 70}{space 3} .0035091
{txt}{space 9}income {c |}{col 17}{res}{space 2}-.0095797{col 29}{space 2}  .002059{col 40}{space 1}   -4.65{col 49}{space 3}0.000{col 57}{space 4}-.0136167{col 70}{space 3}-.0055427
{txt}{space 12}ols {c |}{col 17}{res}{space 2}-.0163558{col 29}{space 2} .0034077{col 40}{space 1}   -4.80{col 49}{space 3}0.000{col 57}{space 4}-.0230374{col 70}{space 3}-.0096742
{txt}{space 11}orhr {c |}{col 17}{res}{space 2}-.0068709{col 29}{space 2} .0032175{col 40}{space 1}   -2.14{col 49}{space 3}0.033{col 57}{space 4}-.0131795{col 70}{space 3}-.0005622
{txt}{space 12}hlm {c |}{col 17}{res}{space 2}-.0100784{col 29}{space 2} .0038316{col 40}{space 1}   -2.63{col 49}{space 3}0.009{col 57}{space 4}-.0175911{col 70}{space 3}-.0025657
{txt}{space 8}seother {c |}{col 17}{res}{space 2} .0020607{col 29}{space 2} .0030046{col 40}{space 1}    0.69{col 49}{space 3}0.493{col 57}{space 4}-.0038304{col 70}{space 3} .0079519
{txt}{space 8}tnormal {c |}{col 17}{res}{space 2} .0011614{col 29}{space 2} .0028654{col 40}{space 1}    0.41{col 49}{space 3}0.685{col 57}{space 4}-.0044568{col 70}{space 3} .0067796
{txt}tcalculatedb~ue {c |}{col 17}{res}{space 2}-.0178528{col 29}{space 2} .0022684{col 40}{space 1}   -7.87{col 49}{space 3}0.000{col 57}{space 4}-.0223004{col 70}{space 3}-.0134051
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} -1.34424{col 29}{space 2} .3260929{col 40}{space 1}   -4.12{col 49}{space 3}0.000{col 57}{space 4}-1.983614{col 70}{space 3}-.7048665
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}

{com}. scalar tau2 =  e(tau2)
{txt}
{com}. gen revarR = varR + tau2
{txt}
{com}. gen reseR = sqrt(revarR)
{txt}
{com}. gen retstatR = r/reseR
{txt}
{com}. gen repubbiasR = seR/reseR
{txt}
{com}. 
. ************************************
. ************************************
. ************************************
. ************ TABLE 8 ***************
. ************************************
. ************************************
. ************************************
. 
. *------------*
. *   Panel A  *
. *------------*
. summ cognitive structural bonding bridging linking

{txt}    Variable {c |}        Obs        Mean    Std. Dev.       Min        Max
{hline 13}{c +}{hline 57}
{space 3}cognitive {c |}{res}     11,776    .3059613     .460833          0          1
{txt}{space 2}structural {c |}{res}     11,776    .6940387     .460833          0          1
{txt}{space 5}bonding {c |}{res}      3,572    .6195409    .4855677          0          1
{txt}{space 4}bridging {c |}{res}      3,572    .3415454    .4742943          0          1
{txt}{space 5}linking {c |}{res}      3,572    .0389138    .1934166          0          1
{txt}
{com}. *------------*
. *   Panel B  *
. *------------*
. summ pcc if cognitive == 1

{txt}    Variable {c |}        Obs        Mean    Std. Dev.       Min        Max
{hline 13}{c +}{hline 57}
{space 9}pcc {c |}{res}      3,603    .0411447    .0657978  -.1553387   .3596016
{txt}
{com}. summ pcc if structural == 1

{txt}    Variable {c |}        Obs        Mean    Std. Dev.       Min        Max
{hline 13}{c +}{hline 57}
{space 9}pcc {c |}{res}      8,173    .0219148    .0549436  -.1565255   .3598491
{txt}
{com}. summ pcc if bonding == 1

{txt}    Variable {c |}        Obs        Mean    Std. Dev.       Min        Max
{hline 13}{c +}{hline 57}
{space 9}pcc {c |}{res}      2,213    .0233724    .0534031  -.1565255   .3467972
{txt}
{com}. summ pcc if bridging == 1

{txt}    Variable {c |}        Obs        Mean    Std. Dev.       Min        Max
{hline 13}{c +}{hline 57}
{space 9}pcc {c |}{res}      1,220    .0246421    .0476805  -.1501239   .2343154
{txt}
{com}. summ pcc if linking == 1

{txt}    Variable {c |}        Obs        Mean    Std. Dev.       Min        Max
{hline 13}{c +}{hline 57}
{space 9}pcc {c |}{res}        139    .0103877     .043104  -.0730728   .3080993
{txt}
{com}. 
. 
. ************************************
. ************************************
. ************************************
. ************ TABLE 9 ***************
. ************************************
. ************************************
. ************************************
. 
. **********************************************
. ************ FIXED EFFECTS *******************
. **********************************************
. gen conss = 1/seR
{txt}
{com}. gen cognitivee = cognitive/seR
{txt}(1,002 missing values generated)

{com}. gen bondingg= bonding/seR
{txt}(9,206 missing values generated)

{com}. gen bridgingg = bridging/seR
{txt}(9,206 missing values generated)

{com}. gen pubyearr = pubyear/seR
{txt}
{com}. gen individualscc = individualsc/seR
{txt}
{com}. gen panell = panel/seR
{txt}
{com}. gen ivv = iv/seR
{txt}
{com}. gen eastasiaa = eastasia/seR
{txt}
{com}. gen westnortheuropee = westnortheurope/seR
{txt}
{com}. gen highincomee = highincome/seR
{txt}
{com}. gen othercountryy = othercountry/seR
{txt}
{com}. gen physicalhealthh = physicalhealth/seR
{txt}
{com}. gen mentalhealthh = mentalhealth/seR
{txt}
{com}. gen selfreportedd = selfreported/seR
{txt}
{com}. gen numberofscvariabless = numberofscvariables/seR
{txt}
{com}. gen agee = age/seR
{txt}
{com}. gen genderr = gender/seR
{txt}
{com}. gen educationn = education/seR
{txt}
{com}. gen maritalstatuss = maritalstatus/seR
{txt}
{com}. gen incomee = income/seR
{txt}
{com}. gen olss = ols/seR
{txt}
{com}. gen orhrr = orhr/seR
{txt}
{com}. gen hlmm = hlm/seR
{txt}
{com}. gen seotherr = seother/seR
{txt}
{com}. gen tnormall = tnormal/seR
{txt}
{com}. gen tcalculatedbypvaluee = tcalculatedbypvalue/seR
{txt}
{com}. gen cogphysicall = cognitive*physicalhealth/seR
{txt}(1,002 missing values generated)

{com}. gen cogmentall = cognitive*mentalhealth/seR
{txt}(1,002 missing values generated)

{com}. gen bondphysicall = bonding*physicalhealth/seR
{txt}(9,206 missing values generated)

{com}. gen bondmentall = bonding*mentalhealth/seR
{txt}(9,206 missing values generated)

{com}. 
. // NOTE: The constant term is the SER term
. 
. *--------------------------------------------------------*
. *   TABLE: FixedEffects(Weight1) // Stepwise Regression  *
. *--------------------------------------------------------*
. 
. ////////////////////////////////////////////
> //////////////  FULL SAMPLE  ///////////////
> ////////////////////////////////////////////
> quietly regress fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy ///
> physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect fetstatR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy ///
> physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee if esample == 1 , ///
> backward bic fix(conss cognitivee)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  59925.93
{hline 78}
BIC {col 7}59926.22  :              remove   pubyearr
BIC {col 7}60132.49  :              remove individualscc
BIC {col 7}60072.79  :              remove     panell
BIC {col 7}59920     :              remove        ivv
BIC {col 7}59936.63  :              remove  eastasiaa
BIC {col 7}59973.79  :              remove westnortheuropee
BIC {col 7}59917.26  :              remove highincomee
BIC {col 7}59921.18  :              remove othercountryy
BIC {col 7}59942.3   :              remove physicalhealthh
BIC {col 7}59981.85  :              remove mentalhealthh
BIC {col 7}59954.13  :              remove selfreportedd
BIC {col 7}60038.39  :              remove numberofscvariabless
BIC {col 7}59945.31  :              remove       agee
BIC {col 7}59920.56  :              remove    genderr
BIC {col 7}59972.69  :              remove educationn
BIC {col 7}59918.42  :              remove maritalstatuss
BIC {col 7}59928.18  :              remove    incomee
BIC {col 7}59933.27  :              remove       olss
BIC {col 7}59923.46  :              remove      orhrr
BIC {col 7}59932.24  :              remove       hlmm
BIC {col 7}59935.41  :              remove   seotherr
BIC {col 7}59993.3   :              remove   tnormall
BIC {col 7}60474.77  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  59917.26
{hline 78}
BIC {col 7}59919.12  :              remove   pubyearr
BIC {col 7}60140.2   :              remove individualscc
BIC {col 7}60063.96  :              remove     panell
BIC {col 7}59910.88  :              remove        ivv
BIC {col 7}59939.59  :              remove  eastasiaa
BIC {col 7}60021.91  :              remove westnortheuropee
BIC {col 7}59911.85  :              remove othercountryy
BIC {col 7}59934.94  :              remove physicalhealthh
BIC {col 7}59972.48  :              remove mentalhealthh
BIC {col 7}59945.08  :              remove selfreportedd
BIC {col 7}60035.07  :              remove numberofscvariabless
BIC {col 7}59936.39  :              remove       agee
BIC {col 7}59911.76  :              remove    genderr
BIC {col 7}59963.32  :              remove educationn
BIC {col 7}59910.13  :              remove maritalstatuss
BIC {col 7}59918.84  :              remove    incomee
BIC {col 7}59927.89  :              remove       olss
BIC {col 7}59914.13  :              remove      orhrr
BIC {col 7}59924.58  :              remove       hlmm
BIC {col 7}59927.39  :              remove   seotherr
BIC {col 7}59985.33  :              remove   tnormall
BIC {col 7}60465.41  :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  59910.13
{hline 78}
BIC {col 7}59911.93  :              remove   pubyearr
BIC {col 7}60136.65  :              remove individualscc
BIC {col 7}60056.29  :              remove     panell
BIC {col 7}59903.21  :              remove        ivv
BIC {col 7}59935.35  :              remove  eastasiaa
BIC {col 7}60036.28  :              remove westnortheuropee
BIC {col 7}59904.37  :              remove othercountryy
BIC {col 7}59926.71  :              remove physicalhealthh
BIC {col 7}59968.12  :              remove mentalhealthh
BIC {col 7}59936.94  :              remove selfreportedd
BIC {col 7}60025.9   :              remove numberofscvariabless
BIC {col 7}59935.73  :              remove       agee
BIC {col 7}59905.48  :              remove    genderr
BIC {col 7}59957.52  :              remove educationn
BIC {col 7}59911.04  :              remove    incomee
BIC {col 7}59922.91  :              remove       olss
BIC {col 7}59905.92  :              remove      orhrr
BIC {col 7}59918.27  :              remove       hlmm
BIC {col 7}59920.49  :              remove   seotherr
BIC {col 7}59976.72  :              remove   tnormall
BIC {col 7}60474.81  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg fetstatR conss cognitivee pubyearr individualscc panell eastasiaa westnortheuropee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  59903.21
{hline 78}
BIC {col 7}59908.58  :              remove   pubyearr
BIC {col 7}60132.79  :              remove individualscc
BIC {col 7}60050.15  :              remove     panell
BIC {col 7}59926.06  :              remove  eastasiaa
BIC {col 7}60029.35  :              remove westnortheuropee
BIC {col 7}59897.42  :              remove othercountryy
BIC {col 7}59918.39  :              remove physicalhealthh
BIC {col 7}59959.5   :              remove mentalhealthh
BIC {col 7}59930.09  :              remove selfreportedd
BIC {col 7}60016.53  :              remove numberofscvariabless
BIC {col 7}59936.5   :              remove       agee
BIC {col 7}59897.05  :              remove    genderr
BIC {col 7}59949.03  :              remove educationn
BIC {col 7}59903.94  :              remove    incomee
BIC {col 7}59923.87  :              remove       olss
BIC {col 7}59897.33  :              remove      orhrr
BIC {col 7}59916.26  :              remove       hlmm
BIC {col 7}59914.01  :              remove   seotherr
BIC {col 7}59967.9   :              remove   tnormall
BIC {col 7}60514.05  :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg fetstatR conss cognitivee pubyearr individualscc panell eastasiaa westnortheuropee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee educationn incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  59897.05
{hline 78}
BIC {col 7}59901.6   :              remove   pubyearr
BIC {col 7}60124.1   :              remove individualscc
BIC {col 7}60041     :              remove     panell
BIC {col 7}59919.23  :              remove  eastasiaa
BIC {col 7}60021.38  :              remove westnortheuropee
BIC {col 7}59892.42  :              remove othercountryy
BIC {col 7}59912.73  :              remove physicalhealthh
BIC {col 7}59952.89  :              remove mentalhealthh
BIC {col 7}59925.45  :              remove selfreportedd
BIC {col 7}60008.8   :              remove numberofscvariabless
BIC {col 7}59933.73  :              remove       agee
BIC {col 7}59945.99  :              remove educationn
BIC {col 7}59897.61  :              remove    incomee
BIC {col 7}59918.89  :              remove       olss
BIC {col 7}59890.75  :              remove      orhrr
BIC {col 7}59909.08  :              remove       hlmm
BIC {col 7}59906.99  :              remove   seotherr
BIC {col 7}59959.02  :              remove   tnormall
BIC {col 7}60510.14  :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg fetstatR conss cognitivee pubyearr individualscc panell eastasiaa westnortheuropee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee educationn incomee olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  59890.75
{hline 78}
BIC {col 7}59897.13  :              remove   pubyearr
BIC {col 7}60114.79  :              remove individualscc
BIC {col 7}60035.71  :              remove     panell
BIC {col 7}59910.65  :              remove  eastasiaa
BIC {col 7}60012.06  :              remove westnortheuropee
BIC {col 7}59887.14  :              remove othercountryy
BIC {col 7}59906.05  :              remove physicalhealthh
BIC {col 7}59950.12  :              remove mentalhealthh
BIC {col 7}59920.07  :              remove selfreportedd
BIC {col 7}60004.43  :              remove numberofscvariabless
BIC {col 7}59941.12  :              remove       agee
BIC {col 7}59937.04  :              remove educationn
BIC {col 7}59890.79  :              remove    incomee
BIC {col 7}59941.62  :              remove       olss
BIC {col 7}59912.61  :              remove       hlmm
BIC {col 7}59897.66  :              remove   seotherr
BIC {col 7}59952.99  :              remove   tnormall
BIC {col 7}60562.3   :              remove tcalculatedbypvaluee
{hline 78}
Stage 6 reg fetstatR conss cognitivee pubyearr individualscc panell eastasiaa westnortheuropee  physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee educationn incomee olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  59887.14
{hline 78}
BIC {col 7}59899.28  :              remove   pubyearr
BIC {col 7}60107.67  :              remove individualscc
BIC {col 7}60061.82  :              remove     panell
BIC {col 7}59922.61  :              remove  eastasiaa
BIC {col 7}60096.8   :              remove westnortheuropee
BIC {col 7}59899.2   :              remove physicalhealthh
BIC {col 7}59944.18  :              remove mentalhealthh
BIC {col 7}59915.59  :              remove selfreportedd
BIC {col 7}59996.74  :              remove numberofscvariabless
BIC {col 7}59938.86  :              remove       agee
BIC {col 7}59941.94  :              remove educationn
BIC {col 7}59891.61  :              remove    incomee
BIC {col 7}59936.44  :              remove       olss
BIC {col 7}59906.21  :              remove       hlmm
BIC {col 7}59894.15  :              remove   seotherr
BIC {col 7}59952.41  :              remove   tnormall
BIC {col 7}60563.32  :              remove tcalculatedbypvaluee

Final Model

      Source {c |}       SS           df       MS      Number of obs   ={res}    11,776
{txt}{hline 13}{c +}{hline 34}   F(19, 11756)    = {res}   157.08
{txt}       Model {c |} {res} 27851.0682        19   1465.8457   {txt}Prob > F        ={res}    0.0000
{txt}    Residual {c |} {res} 109704.576    11,756  9.33179449   {txt}R-squared       ={res}    0.2025
{txt}{hline 13}{c +}{hline 34}   Adj R-squared   ={res}    0.2012
{txt}       Total {c |} {res} 137555.644    11,775   11.682008   {txt}Root MSE        =   {res} 3.0548

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2}  .658366{col 29}{space 2} .1393517{col 40}{space 1}    4.72{col 49}{space 3}0.000{col 57}{space 4} .3852136{col 70}{space 3} .9315183
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0123473{col 29}{space 2} .0007443{col 40}{space 1}   16.59{col 49}{space 3}0.000{col 57}{space 4} .0108884{col 70}{space 3} .0138063
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2}-.0003223{col 29}{space 2} .0000695{col 40}{space 1}   -4.64{col 49}{space 3}0.000{col 57}{space 4}-.0004585{col 70}{space 3} -.000186
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0136273{col 29}{space 2} .0008951{col 40}{space 1}   15.22{col 49}{space 3}0.000{col 57}{space 4} .0118727{col 70}{space 3} .0153819
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0082635{col 29}{space 2} .0006072{col 40}{space 1}  -13.61{col 49}{space 3}0.000{col 57}{space 4}-.0094537{col 70}{space 3}-.0070732
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2} .0062371{col 29}{space 2} .0009313{col 40}{space 1}    6.70{col 49}{space 3}0.000{col 57}{space 4} .0044116{col 70}{space 3} .0080627
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0094076{col 29}{space 2} .0006332{col 40}{space 1}   14.86{col 49}{space 3}0.000{col 57}{space 4} .0081663{col 70}{space 3} .0106488
{txt}physicalhealthh {c |}{col 17}{res}{space 2}-.0055866{col 29}{space 2} .0012071{col 40}{space 1}   -4.63{col 49}{space 3}0.000{col 57}{space 4}-.0079527{col 70}{space 3}-.0032205
{txt}{space 2}mentalhealthh {c |}{col 17}{res}{space 2}-.0070828{col 29}{space 2} .0008686{col 40}{space 1}   -8.15{col 49}{space 3}0.000{col 57}{space 4}-.0087855{col 70}{space 3}-.0053802
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0069609{col 29}{space 2}  .001132{col 40}{space 1}    6.15{col 49}{space 3}0.000{col 57}{space 4} .0047421{col 70}{space 3} .0091797
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0007511{col 29}{space 2} .0000687{col 40}{space 1}  -10.93{col 49}{space 3}0.000{col 57}{space 4}-.0008859{col 70}{space 3}-.0006164
{txt}{space 11}agee {c |}{col 17}{res}{space 2} -.007015{col 29}{space 2} .0008971{col 40}{space 1}   -7.82{col 49}{space 3}0.000{col 57}{space 4}-.0087734{col 70}{space 3}-.0052565
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0051419{col 29}{space 2} .0006415{col 40}{space 1}   -8.02{col 49}{space 3}0.000{col 57}{space 4}-.0063994{col 70}{space 3}-.0038844
{txt}{space 8}incomee {c |}{col 17}{res}{space 2} .0023096{col 29}{space 2} .0006211{col 40}{space 1}    3.72{col 49}{space 3}0.000{col 57}{space 4} .0010922{col 70}{space 3} .0035271
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0075452{col 29}{space 2} .0009846{col 40}{space 1}    7.66{col 49}{space 3}0.000{col 57}{space 4} .0056152{col 70}{space 3} .0094752
{txt}{space 11}hlmm {c |}{col 17}{res}{space 2} .0053843{col 29}{space 2} .0010098{col 40}{space 1}    5.33{col 49}{space 3}0.000{col 57}{space 4} .0034048{col 70}{space 3} .0073638
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2} -.004052{col 29}{space 2} .0010017{col 40}{space 1}   -4.05{col 49}{space 3}0.000{col 57}{space 4}-.0060155{col 70}{space 3}-.0020885
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}-.0073044{col 29}{space 2} .0008448{col 40}{space 1}   -8.65{col 49}{space 3}0.000{col 57}{space 4}-.0089604{col 70}{space 3}-.0056484
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0222614{col 29}{space 2} .0008386{col 40}{space 1}  -26.55{col 49}{space 3}0.000{col 57}{space 4}-.0239051{col 70}{space 3}-.0206176
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .4961124{col 29}{space 2} .0459926{col 40}{space 1}   10.79{col 49}{space 3}0.000{col 57}{space 4} .4059593{col 70}{space 3} .5862655
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. // Fixed Effects - Equal weight to each estimate (Column 1)
. regress fetstatR conss cognitivee pubyearr individualscc panell eastasiaa westnortheuropee physicalhealthh mentalhealthh selfreportedd numberofscvariabless ///
> agee educationn incomee olss hlmm seotherr tnormall tcalculatedbypvaluee if esample == 1, vce(cluster id)

{txt}Linear regression                               Number of obs     = {res}    11,776
                                                {txt}F(19, 438)        =  {res}    13.57
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.2025
                                                {txt}Root MSE          =    {res} 3.0548

{txt}{ralign 81:(Std. Err. adjusted for {res:439} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2}  .658366{col 29}{space 2} .5451796{col 40}{space 1}    1.21{col 49}{space 3}0.228{col 57}{space 4}-.4131272{col 70}{space 3} 1.729859
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0123473{col 29}{space 2} .0027208{col 40}{space 1}    4.54{col 49}{space 3}0.000{col 57}{space 4} .0069999{col 70}{space 3} .0176948
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2}-.0003223{col 29}{space 2} .0002716{col 40}{space 1}   -1.19{col 49}{space 3}0.236{col 57}{space 4}-.0008561{col 70}{space 3} .0002115
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0136273{col 29}{space 2} .0027875{col 40}{space 1}    4.89{col 49}{space 3}0.000{col 57}{space 4} .0081488{col 70}{space 3} .0191059
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0082635{col 29}{space 2} .0023098{col 40}{space 1}   -3.58{col 49}{space 3}0.000{col 57}{space 4}-.0128031{col 70}{space 3}-.0037238
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2} .0062371{col 29}{space 2} .0029437{col 40}{space 1}    2.12{col 49}{space 3}0.035{col 57}{space 4} .0004516{col 70}{space 3} .0120227
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0094076{col 29}{space 2}  .002385{col 40}{space 1}    3.94{col 49}{space 3}0.000{col 57}{space 4} .0047202{col 70}{space 3} .0140949
{txt}physicalhealthh {c |}{col 17}{res}{space 2}-.0055866{col 29}{space 2} .0036373{col 40}{space 1}   -1.54{col 49}{space 3}0.125{col 57}{space 4}-.0127354{col 70}{space 3} .0015622
{txt}{space 2}mentalhealthh {c |}{col 17}{res}{space 2}-.0070828{col 29}{space 2} .0037359{col 40}{space 1}   -1.90{col 49}{space 3}0.059{col 57}{space 4}-.0144253{col 70}{space 3} .0002597
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0069609{col 29}{space 2} .0036991{col 40}{space 1}    1.88{col 49}{space 3}0.061{col 57}{space 4}-.0003093{col 70}{space 3} .0142312
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0007511{col 29}{space 2} .0002969{col 40}{space 1}   -2.53{col 49}{space 3}0.012{col 57}{space 4}-.0013347{col 70}{space 3}-.0001675
{txt}{space 11}agee {c |}{col 17}{res}{space 2} -.007015{col 29}{space 2} .0025983{col 40}{space 1}   -2.70{col 49}{space 3}0.007{col 57}{space 4}-.0121218{col 70}{space 3}-.0019082
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0051419{col 29}{space 2} .0022921{col 40}{space 1}   -2.24{col 49}{space 3}0.025{col 57}{space 4}-.0096468{col 70}{space 3} -.000637
{txt}{space 8}incomee {c |}{col 17}{res}{space 2} .0023096{col 29}{space 2} .0022945{col 40}{space 1}    1.01{col 49}{space 3}0.315{col 57}{space 4}-.0021999{col 70}{space 3} .0068192
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0075452{col 29}{space 2} .0053953{col 40}{space 1}    1.40{col 49}{space 3}0.163{col 57}{space 4}-.0030587{col 70}{space 3} .0181491
{txt}{space 11}hlmm {c |}{col 17}{res}{space 2} .0053843{col 29}{space 2} .0036917{col 40}{space 1}    1.46{col 49}{space 3}0.145{col 57}{space 4}-.0018713{col 70}{space 3} .0126399
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2} -.004052{col 29}{space 2} .0037766{col 40}{space 1}   -1.07{col 49}{space 3}0.284{col 57}{space 4}-.0114746{col 70}{space 3} .0033705
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}-.0073044{col 29}{space 2} .0029294{col 40}{space 1}   -2.49{col 49}{space 3}0.013{col 57}{space 4}-.0130618{col 70}{space 3} -.001547
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0222614{col 29}{space 2} .0028906{col 40}{space 1}   -7.70{col 49}{space 3}0.000{col 57}{space 4}-.0279425{col 70}{space 3}-.0165802
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .4961124{col 29}{space 2} .1489806{col 40}{space 1}    3.33{col 49}{space 3}0.001{col 57}{space 4} .2033067{col 70}{space 3} .7889181
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. ////////////////////////////////////////////////
> //////////////  PHYSICAL HEALTH  ///////////////
> ////////////////////////////////////////////////
> drop esample
{txt}
{com}. quietly regress fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy ///
> selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee if physicalhealth == 1
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect fetstatR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy ///
> selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee if esample == 1 , ///
> backward bic fix(conss cognitivee)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  20077.69
{hline 78}
BIC {col 7}20103.6   :              remove   pubyearr
BIC {col 7}20074.48  :              remove individualscc
BIC {col 7}20122.91  :              remove     panell
BIC {col 7}20075.41  :              remove        ivv
BIC {col 7}20071.41  :              remove  eastasiaa
BIC {col 7}20277.81  :              remove westnortheuropee
BIC {col 7}20073.29  :              remove highincomee
BIC {col 7}20071.22  :              remove othercountryy
BIC {col 7}20085.29  :              remove selfreportedd
BIC {col 7}20072.07  :              remove numberofscvariabless
BIC {col 7}20098.18  :              remove       agee
BIC {col 7}20074.97  :              remove    genderr
BIC {col 7}20102.23  :              remove educationn
BIC {col 7}20085.17  :              remove maritalstatuss
BIC {col 7}20075.38  :              remove    incomee
BIC {col 7}20092.12  :              remove       olss
BIC {col 7}20071.97  :              remove      orhrr
BIC {col 7}20069.31  :              remove       hlmm
BIC {col 7}20106.79  :              remove   seotherr
BIC {col 7}20069.3   :              remove   tnormall
BIC {col 7}20299.01  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tcalculatedbypvaluee : BIC   20069.3
{hline 78}
BIC {col 7}20095.26  :              remove   pubyearr
BIC {col 7}20066.36  :              remove individualscc
BIC {col 7}20120.3   :              remove     panell
BIC {col 7}20067.02  :              remove        ivv
BIC {col 7}20063.09  :              remove  eastasiaa
BIC {col 7}20269.81  :              remove westnortheuropee
BIC {col 7}20065.14  :              remove highincomee
BIC {col 7}20062.84  :              remove othercountryy
BIC {col 7}20076.9   :              remove selfreportedd
BIC {col 7}20063.84  :              remove numberofscvariabless
BIC {col 7}20090.22  :              remove       agee
BIC {col 7}20066.75  :              remove    genderr
BIC {col 7}20095.03  :              remove educationn
BIC {col 7}20076.79  :              remove maritalstatuss
BIC {col 7}20067.21  :              remove    incomee
BIC {col 7}20085.55  :              remove       olss
BIC {col 7}20064.57  :              remove      orhrr
BIC {col 7}20060.92  :              remove       hlmm
BIC {col 7}20105.84  :              remove   seotherr
BIC {col 7}20322.82  :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr seotherr tcalculatedbypvaluee : BIC  20060.92
{hline 78}
BIC {col 7}20087.63  :              remove   pubyearr
BIC {col 7}20059.05  :              remove individualscc
BIC {col 7}20112.52  :              remove     panell
BIC {col 7}20058.89  :              remove        ivv
BIC {col 7}20054.96  :              remove  eastasiaa
BIC {col 7}20277.79  :              remove westnortheuropee
BIC {col 7}20057.18  :              remove highincomee
BIC {col 7}20054.49  :              remove othercountryy
BIC {col 7}20069.2   :              remove selfreportedd
BIC {col 7}20055.58  :              remove numberofscvariabless
BIC {col 7}20084.05  :              remove       agee
BIC {col 7}20058.41  :              remove    genderr
BIC {col 7}20086.85  :              remove educationn
BIC {col 7}20071.17  :              remove maritalstatuss
BIC {col 7}20058.84  :              remove    incomee
BIC {col 7}20083.28  :              remove       olss
BIC {col 7}20058.39  :              remove      orhrr
BIC {col 7}20114     :              remove   seotherr
BIC {col 7}20331.11  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr seotherr tcalculatedbypvaluee : BIC  20054.49
{hline 78}
BIC {col 7}20082.4   :              remove   pubyearr
BIC {col 7}20052.97  :              remove individualscc
BIC {col 7}20106.29  :              remove     panell
BIC {col 7}20053.29  :              remove        ivv
BIC {col 7}20049.69  :              remove  eastasiaa
BIC {col 7}20282.16  :              remove westnortheuropee
BIC {col 7}20053.69  :              remove highincomee
BIC {col 7}20063.86  :              remove selfreportedd
BIC {col 7}20049.29  :              remove numberofscvariabless
BIC {col 7}20075.68  :              remove       agee
BIC {col 7}20053.37  :              remove    genderr
BIC {col 7}20080.18  :              remove educationn
BIC {col 7}20063.03  :              remove maritalstatuss
BIC {col 7}20052.27  :              remove    incomee
BIC {col 7}20075.26  :              remove       olss
BIC {col 7}20051.21  :              remove      orhrr
BIC {col 7}20107.5   :              remove   seotherr
BIC {col 7}20336.31  :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee selfreportedd agee genderr educationn maritalstatuss incomee olss orhrr seotherr tcalculatedbypvaluee : BIC  20049.29
{hline 78}
BIC {col 7}20083.97  :              remove   pubyearr
BIC {col 7}20046.42  :              remove individualscc
BIC {col 7}20100.04  :              remove     panell
BIC {col 7}20047.54  :              remove        ivv
BIC {col 7}20043.12  :              remove  eastasiaa
BIC {col 7}20274.23  :              remove westnortheuropee
BIC {col 7}20045.91  :              remove highincomee
BIC {col 7}20058.7   :              remove selfreportedd
BIC {col 7}20069.61  :              remove       agee
BIC {col 7}20049.67  :              remove    genderr
BIC {col 7}20082.31  :              remove educationn
BIC {col 7}20062.6   :              remove maritalstatuss
BIC {col 7}20049.74  :              remove    incomee
BIC {col 7}20074.34  :              remove       olss
BIC {col 7}20046.27  :              remove      orhrr
BIC {col 7}20099.18  :              remove   seotherr
BIC {col 7}20332.94  :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg fetstatR conss cognitivee pubyearr individualscc panell ivv westnortheuropee highincomee selfreportedd agee genderr educationn maritalstatuss incomee olss orhrr seotherr tcalculatedbypvaluee : BIC  20043.12
{hline 78}
BIC {col 7}20076.79  :              remove   pubyearr
BIC {col 7}20039.44  :              remove individualscc
BIC {col 7}20092.77  :              remove     panell
BIC {col 7}20041.2   :              remove        ivv
BIC {col 7}20300.51  :              remove westnortheuropee
BIC {col 7}20038.42  :              remove highincomee
BIC {col 7}20052.79  :              remove selfreportedd
BIC {col 7}20063.11  :              remove       agee
BIC {col 7}20041.89  :              remove    genderr
BIC {col 7}20075.04  :              remove educationn
BIC {col 7}20054.93  :              remove maritalstatuss
BIC {col 7}20042.81  :              remove    incomee
BIC {col 7}20066.3   :              remove       olss
BIC {col 7}20042.15  :              remove      orhrr
BIC {col 7}20092.41  :              remove   seotherr
BIC {col 7}20327.19  :              remove tcalculatedbypvaluee
{hline 78}
Stage 6 reg fetstatR conss cognitivee pubyearr individualscc panell ivv westnortheuropee  selfreportedd agee genderr educationn maritalstatuss incomee olss orhrr seotherr tcalculatedbypvaluee : BIC  20038.42
{hline 78}
BIC {col 7}20071.37  :              remove   pubyearr
BIC {col 7}20035.44  :              remove individualscc
BIC {col 7}20102.85  :              remove     panell
BIC {col 7}20037.32  :              remove        ivv
BIC {col 7}20339.1   :              remove westnortheuropee
BIC {col 7}20047.73  :              remove selfreportedd
BIC {col 7}20058.92  :              remove       agee
BIC {col 7}20037.96  :              remove    genderr
BIC {col 7}20099.26  :              remove educationn
BIC {col 7}20067.04  :              remove maritalstatuss
BIC {col 7}20049.41  :              remove    incomee
BIC {col 7}20059.75  :              remove       olss
BIC {col 7}20036.11  :              remove      orhrr
BIC {col 7}20084.11  :              remove   seotherr
BIC {col 7}20321.48  :              remove tcalculatedbypvaluee
{hline 78}
Stage 7 reg fetstatR conss cognitivee pubyearr panell ivv westnortheuropee  selfreportedd agee genderr educationn maritalstatuss incomee olss orhrr seotherr tcalculatedbypvaluee : BIC  20035.44
{hline 78}
BIC {col 7}20067.47  :              remove   pubyearr
BIC {col 7}20094.47  :              remove     panell
BIC {col 7}20035.16  :              remove        ivv
BIC {col 7}20332.33  :              remove westnortheuropee
BIC {col 7}20048.02  :              remove selfreportedd
BIC {col 7}20053.39  :              remove       agee
BIC {col 7}20034.39  :              remove    genderr
BIC {col 7}20093.68  :              remove educationn
BIC {col 7}20060.21  :              remove maritalstatuss
BIC {col 7}20044.79  :              remove    incomee
BIC {col 7}20056.99  :              remove       olss
BIC {col 7}20033.03  :              remove      orhrr
BIC {col 7}20143.97  :              remove   seotherr
BIC {col 7}20313.58  :              remove tcalculatedbypvaluee
{hline 78}
Stage 8 reg fetstatR conss cognitivee pubyearr panell ivv westnortheuropee  selfreportedd agee genderr educationn maritalstatuss incomee olss  seotherr tcalculatedbypvaluee : BIC  20033.03
{hline 78}
BIC {col 7}20059.29  :              remove   pubyearr
BIC {col 7}20086.07  :              remove     panell
BIC {col 7}20035.67  :              remove        ivv
BIC {col 7}20323.96  :              remove westnortheuropee
BIC {col 7}20045.19  :              remove selfreportedd
BIC {col 7}20045.02  :              remove       agee
BIC {col 7}20036.27  :              remove    genderr
BIC {col 7}20096.62  :              remove educationn
BIC {col 7}20052.69  :              remove maritalstatuss
BIC {col 7}20044.39  :              remove    incomee
BIC {col 7}20048.67  :              remove       olss
BIC {col 7}20208.42  :              remove   seotherr
BIC {col 7}20332.15  :              remove tcalculatedbypvaluee

Final Model

      Source {c |}       SS           df       MS      Number of obs   ={res}     4,421
{txt}{hline 13}{c +}{hline 34}   F(15, 4405)     = {res}    82.75
{txt}       Model {c |} {res} 6572.25078        15  438.150052   {txt}Prob > F        ={res}    0.0000
{txt}    Residual {c |} {res}  23323.115     4,405  5.29469125   {txt}R-squared       ={res}    0.2198
{txt}{hline 13}{c +}{hline 34}   Adj R-squared   ={res}    0.2172
{txt}       Total {c |} {res} 29895.3658     4,420  6.76365741   {txt}Root MSE        =   {res}  2.301

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} .9572631{col 29}{space 2} .1588055{col 40}{space 1}    6.03{col 49}{space 3}0.000{col 57}{space 4} .6459244{col 70}{space 3} 1.268602
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0116702{col 29}{space 2} .0011936{col 40}{space 1}    9.78{col 49}{space 3}0.000{col 57}{space 4} .0093302{col 70}{space 3} .0140102
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2} -.000466{col 29}{space 2} .0000792{col 40}{space 1}   -5.89{col 49}{space 3}0.000{col 57}{space 4}-.0006212{col 70}{space 3}-.0003108
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0075124{col 29}{space 2} .0009569{col 40}{space 1}   -7.85{col 49}{space 3}0.000{col 57}{space 4}-.0093884{col 70}{space 3}-.0056365
{txt}{space 12}ivv {c |}{col 17}{res}{space 2}-.0198194{col 29}{space 2} .0059748{col 40}{space 1}   -3.32{col 49}{space 3}0.001{col 57}{space 4} -.031533{col 70}{space 3}-.0081058
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0169631{col 29}{space 2} .0009657{col 40}{space 1}   17.57{col 49}{space 3}0.000{col 57}{space 4} .0150698{col 70}{space 3} .0188563
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0054778{col 29}{space 2} .0012093{col 40}{space 1}    4.53{col 49}{space 3}0.000{col 57}{space 4}  .003107{col 70}{space 3} .0078485
{txt}{space 11}agee {c |}{col 17}{res}{space 2} -.004605{col 29}{space 2} .0010207{col 40}{space 1}   -4.51{col 49}{space 3}0.000{col 57}{space 4}-.0066062{col 70}{space 3}-.0026039
{txt}{space 8}genderr {c |}{col 17}{res}{space 2}-.0056041{col 29}{space 2} .0016449{col 40}{space 1}   -3.41{col 49}{space 3}0.001{col 57}{space 4}-.0088289{col 70}{space 3}-.0023793
{txt}{space 5}educationn {c |}{col 17}{res}{space 2} -.007391{col 29}{space 2} .0008692{col 40}{space 1}   -8.50{col 49}{space 3}0.000{col 57}{space 4} -.009095{col 70}{space 3} -.005687
{txt}{space 1}maritalstatuss {c |}{col 17}{res}{space 2} .0048182{col 29}{space 2}   .00091{col 40}{space 1}    5.29{col 49}{space 3}0.000{col 57}{space 4} .0030342{col 70}{space 3} .0066022
{txt}{space 8}incomee {c |}{col 17}{res}{space 2} .0038447{col 29}{space 2} .0008657{col 40}{space 1}    4.44{col 49}{space 3}0.000{col 57}{space 4} .0021476{col 70}{space 3} .0055418
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0089519{col 29}{space 2} .0018269{col 40}{space 1}    4.90{col 49}{space 3}0.000{col 57}{space 4} .0053703{col 70}{space 3} .0125336
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0140084{col 29}{space 2} .0010245{col 40}{space 1}  -13.67{col 49}{space 3}0.000{col 57}{space 4}-.0160169{col 70}{space 3}    -.012
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0221916{col 29}{space 2} .0012458{col 40}{space 1}  -17.81{col 49}{space 3}0.000{col 57}{space 4} -.024634{col 70}{space 3}-.0197492
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .3970689{col 29}{space 2} .0614326{col 40}{space 1}    6.46{col 49}{space 3}0.000{col 57}{space 4} .2766301{col 70}{space 3} .5175076
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. // Fixed Effects - Equal weight to each estimate (Column 1)
. regress fetstatR conss cognitivee pubyearr panell ivv westnortheuropee ///
> selfreportedd agee genderr educationn maritalstatuss incomee olss seotherr ///
> tcalculatedbypvaluee if esample == 1, vce(cluster id)

{txt}Linear regression                               Number of obs     = {res}     4,421
                                                {txt}F(15, 171)        =  {res}    31.43
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.2198
                                                {txt}Root MSE          =    {res}  2.301

{txt}{ralign 81:(Std. Err. adjusted for {res:172} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} .9572631{col 29}{space 2}  .539823{col 40}{space 1}    1.77{col 49}{space 3}0.078{col 57}{space 4}-.1083118{col 70}{space 3} 2.022838
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0116702{col 29}{space 2} .0057816{col 40}{space 1}    2.02{col 49}{space 3}0.045{col 57}{space 4} .0002577{col 70}{space 3} .0230827
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2} -.000466{col 29}{space 2} .0002692{col 40}{space 1}   -1.73{col 49}{space 3}0.085{col 57}{space 4}-.0009973{col 70}{space 3} .0000653
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0075124{col 29}{space 2} .0035907{col 40}{space 1}   -2.09{col 49}{space 3}0.038{col 57}{space 4}-.0146002{col 70}{space 3}-.0004247
{txt}{space 12}ivv {c |}{col 17}{res}{space 2}-.0198194{col 29}{space 2} .0072518{col 40}{space 1}   -2.73{col 49}{space 3}0.007{col 57}{space 4}-.0341339{col 70}{space 3}-.0055049
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0169631{col 29}{space 2} .0035841{col 40}{space 1}    4.73{col 49}{space 3}0.000{col 57}{space 4} .0098883{col 70}{space 3} .0240378
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0054778{col 29}{space 2} .0035857{col 40}{space 1}    1.53{col 49}{space 3}0.128{col 57}{space 4}-.0016001{col 70}{space 3} .0125557
{txt}{space 11}agee {c |}{col 17}{res}{space 2} -.004605{col 29}{space 2} .0022699{col 40}{space 1}   -2.03{col 49}{space 3}0.044{col 57}{space 4}-.0090857{col 70}{space 3}-.0001244
{txt}{space 8}genderr {c |}{col 17}{res}{space 2}-.0056041{col 29}{space 2} .0051159{col 40}{space 1}   -1.10{col 49}{space 3}0.275{col 57}{space 4}-.0157026{col 70}{space 3} .0044944
{txt}{space 5}educationn {c |}{col 17}{res}{space 2} -.007391{col 29}{space 2} .0022221{col 40}{space 1}   -3.33{col 49}{space 3}0.001{col 57}{space 4}-.0117773{col 70}{space 3}-.0030048
{txt}{space 1}maritalstatuss {c |}{col 17}{res}{space 2} .0048182{col 29}{space 2}  .001973{col 40}{space 1}    2.44{col 49}{space 3}0.016{col 57}{space 4} .0009236{col 70}{space 3} .0087129
{txt}{space 8}incomee {c |}{col 17}{res}{space 2} .0038447{col 29}{space 2} .0021721{col 40}{space 1}    1.77{col 49}{space 3}0.079{col 57}{space 4}-.0004429{col 70}{space 3} .0081323
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0089519{col 29}{space 2} .0058318{col 40}{space 1}    1.54{col 49}{space 3}0.127{col 57}{space 4}-.0025596{col 70}{space 3} .0204635
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0140084{col 29}{space 2} .0030584{col 40}{space 1}   -4.58{col 49}{space 3}0.000{col 57}{space 4}-.0200456{col 70}{space 3}-.0079713
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0221916{col 29}{space 2} .0032169{col 40}{space 1}   -6.90{col 49}{space 3}0.000{col 57}{space 4}-.0285415{col 70}{space 3}-.0158417
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .3970689{col 29}{space 2} .1825826{col 40}{space 1}    2.17{col 49}{space 3}0.031{col 57}{space 4} .0366629{col 70}{space 3} .7574748
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. //////////////////////////////////////////////
> //////////////  MENTAL HEALTH  ///////////////
> //////////////////////////////////////////////
> drop esample
{txt}
{com}. quietly regress fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy ///
> selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee if mentalhealth == 1
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect fetstatR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy ///
> selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee if esample == 1 , ///
> backward bic fix(conss cognitivee)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  13978.54
{hline 78}
BIC {col 7}13971.23  :              remove   pubyearr
BIC {col 7}13971.97  :              remove individualscc
BIC {col 7}13985.88  :              remove     panell
BIC {col 7}13970.68  :              remove        ivv
BIC {col 7}14006.31  :              remove  eastasiaa
BIC {col 7}13990.29  :              remove westnortheuropee
BIC {col 7}13996.5   :              remove highincomee
BIC {col 7}13978.03  :              remove othercountryy
BIC {col 7}14030.16  :              remove selfreportedd
BIC {col 7}14044.29  :              remove numberofscvariabless
BIC {col 7}13970.84  :              remove       agee
BIC {col 7}13971.44  :              remove    genderr
BIC {col 7}14068.32  :              remove educationn
BIC {col 7}13971.58  :              remove maritalstatuss
BIC {col 7}13976.38  :              remove    incomee
BIC {col 7}14006.45  :              remove       olss
BIC {col 7}13989.94  :              remove      orhrr
BIC {col 7}13970.69  :              remove       hlmm
BIC {col 7}13979.06  :              remove   seotherr
BIC {col 7}14068.87  :              remove   tnormall
BIC {col 7}14101.63  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg fetstatR conss cognitivee pubyearr individualscc panell eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  13970.68
{hline 78}
BIC {col 7}13963.36  :              remove   pubyearr
BIC {col 7}13964.13  :              remove individualscc
BIC {col 7}13978.5   :              remove     panell
BIC {col 7}13998.64  :              remove  eastasiaa
BIC {col 7}13982.8   :              remove westnortheuropee
BIC {col 7}13989.69  :              remove highincomee
BIC {col 7}13970.15  :              remove othercountryy
BIC {col 7}14023.36  :              remove selfreportedd
BIC {col 7}14036.44  :              remove numberofscvariabless
BIC {col 7}13963.02  :              remove       agee
BIC {col 7}13963.57  :              remove    genderr
BIC {col 7}14060.86  :              remove educationn
BIC {col 7}13963.74  :              remove maritalstatuss
BIC {col 7}13968.51  :              remove    incomee
BIC {col 7}14012.57  :              remove       olss
BIC {col 7}13985.64  :              remove      orhrr
BIC {col 7}13962.86  :              remove       hlmm
BIC {col 7}13971.57  :              remove   seotherr
BIC {col 7}14063.17  :              remove   tnormall
BIC {col 7}14093.86  :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg fetstatR conss cognitivee pubyearr individualscc panell eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr seotherr tnormall tcalculatedbypvaluee : BIC  13962.86
{hline 78}
BIC {col 7}13955.61  :              remove   pubyearr
BIC {col 7}13956.27  :              remove individualscc
BIC {col 7}13974.54  :              remove     panell
BIC {col 7}13991.81  :              remove  eastasiaa
BIC {col 7}13975.46  :              remove westnortheuropee
BIC {col 7}13981.9   :              remove highincomee
BIC {col 7}13963.11  :              remove othercountryy
BIC {col 7}14015.6   :              remove selfreportedd
BIC {col 7}14030.49  :              remove numberofscvariabless
BIC {col 7}13955.16  :              remove       agee
BIC {col 7}13956.03  :              remove    genderr
BIC {col 7}14061.16  :              remove educationn
BIC {col 7}13955.89  :              remove maritalstatuss
BIC {col 7}13960.72  :              remove    incomee
BIC {col 7}14014.53  :              remove       olss
BIC {col 7}13988.23  :              remove      orhrr
BIC {col 7}13965.26  :              remove   seotherr
BIC {col 7}14061.66  :              remove   tnormall
BIC {col 7}14088.91  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg fetstatR conss cognitivee pubyearr individualscc panell eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless genderr educationn maritalstatuss incomee olss orhrr seotherr tnormall tcalculatedbypvaluee : BIC  13955.16
{hline 78}
BIC {col 7}13948.01  :              remove   pubyearr
BIC {col 7}13948.48  :              remove individualscc
BIC {col 7}13967.99  :              remove     panell
BIC {col 7}13984.55  :              remove  eastasiaa
BIC {col 7}13967.61  :              remove westnortheuropee
BIC {col 7}13976.35  :              remove highincomee
BIC {col 7}13955.29  :              remove othercountryy
BIC {col 7}14007.94  :              remove selfreportedd
BIC {col 7}14025.22  :              remove numberofscvariabless
BIC {col 7}13948.46  :              remove    genderr
BIC {col 7}14055.93  :              remove educationn
BIC {col 7}13948.38  :              remove maritalstatuss
BIC {col 7}13952.86  :              remove    incomee
BIC {col 7}14014.56  :              remove       olss
BIC {col 7}13986.75  :              remove      orhrr
BIC {col 7}13959.84  :              remove   seotherr
BIC {col 7}14054.05  :              remove   tnormall
BIC {col 7}14086.35  :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg fetstatR conss cognitivee individualscc panell eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless genderr educationn maritalstatuss incomee olss orhrr seotherr tnormall tcalculatedbypvaluee : BIC  13948.01
{hline 78}
BIC {col 7}13941.38  :              remove individualscc
BIC {col 7}13965.69  :              remove     panell
BIC {col 7}13982.02  :              remove  eastasiaa
BIC {col 7}13972.12  :              remove westnortheuropee
BIC {col 7}13976.42  :              remove highincomee
BIC {col 7}13947.42  :              remove othercountryy
BIC {col 7}14001.91  :              remove selfreportedd
BIC {col 7}14024.11  :              remove numberofscvariabless
BIC {col 7}13941.32  :              remove    genderr
BIC {col 7}14048.47  :              remove educationn
BIC {col 7}13941.1   :              remove maritalstatuss
BIC {col 7}13946.98  :              remove    incomee
BIC {col 7}14008.59  :              remove       olss
BIC {col 7}13978.96  :              remove      orhrr
BIC {col 7}13951.96  :              remove   seotherr
BIC {col 7}14050.46  :              remove   tnormall
BIC {col 7}14082.43  :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg fetstatR conss cognitivee individualscc panell eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless genderr educationn incomee olss orhrr seotherr tnormall tcalculatedbypvaluee : BIC   13941.1
{hline 78}
BIC {col 7}13934.32  :              remove individualscc
BIC {col 7}13959.63  :              remove     panell
BIC {col 7}13974.94  :              remove  eastasiaa
BIC {col 7}13974.13  :              remove westnortheuropee
BIC {col 7}13974.89  :              remove highincomee
BIC {col 7}13939.93  :              remove othercountryy
BIC {col 7}13999.23  :              remove selfreportedd
BIC {col 7}14017.16  :              remove numberofscvariabless
BIC {col 7}13934.4   :              remove    genderr
BIC {col 7}14047.9   :              remove educationn
BIC {col 7}13939.15  :              remove    incomee
BIC {col 7}14002.88  :              remove       olss
BIC {col 7}13971.67  :              remove      orhrr
BIC {col 7}13944.47  :              remove   seotherr
BIC {col 7}14051.53  :              remove   tnormall
BIC {col 7}14074.57  :              remove tcalculatedbypvaluee
{hline 78}
Stage 6 reg fetstatR conss cognitivee panell eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless genderr educationn incomee olss orhrr seotherr tnormall tcalculatedbypvaluee : BIC  13934.32
{hline 78}
BIC {col 7}13955.22  :              remove     panell
BIC {col 7}13967.59  :              remove  eastasiaa
BIC {col 7}13966.64  :              remove westnortheuropee
BIC {col 7}13967.49  :              remove highincomee
BIC {col 7}13933.62  :              remove othercountryy
BIC {col 7}13992.83  :              remove selfreportedd
BIC {col 7}14017.28  :              remove numberofscvariabless
BIC {col 7}13927.26  :              remove    genderr
BIC {col 7}14040.09  :              remove educationn
BIC {col 7}13932.56  :              remove    incomee
BIC {col 7}14000.05  :              remove       olss
BIC {col 7}13966.98  :              remove      orhrr
BIC {col 7}13939.85  :              remove   seotherr
BIC {col 7}14050.77  :              remove   tnormall
BIC {col 7}14069.71  :              remove tcalculatedbypvaluee
{hline 78}
Stage 7 reg fetstatR conss cognitivee panell eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless  educationn incomee olss orhrr seotherr tnormall tcalculatedbypvaluee : BIC  13927.26
{hline 78}
BIC {col 7}13947.56  :              remove     panell
BIC {col 7}13960.28  :              remove  eastasiaa
BIC {col 7}13962.2   :              remove westnortheuropee
BIC {col 7}13960.8   :              remove highincomee
BIC {col 7}13926.7   :              remove othercountryy
BIC {col 7}13986.12  :              remove selfreportedd
BIC {col 7}14009.45  :              remove numberofscvariabless
BIC {col 7}14037.14  :              remove educationn
BIC {col 7}13925.24  :              remove    incomee
BIC {col 7}13997.69  :              remove       olss
BIC {col 7}13961.36  :              remove      orhrr
BIC {col 7}13933.91  :              remove   seotherr
BIC {col 7}14042.89  :              remove   tnormall
BIC {col 7}14065.35  :              remove tcalculatedbypvaluee
{hline 78}
Stage 8 reg fetstatR conss cognitivee panell eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless  educationn  olss orhrr seotherr tnormall tcalculatedbypvaluee : BIC  13925.24
{hline 78}
BIC {col 7}13941.07  :              remove     panell
BIC {col 7}13967.25  :              remove  eastasiaa
BIC {col 7}13968.57  :              remove westnortheuropee
BIC {col 7}13973.18  :              remove highincomee
BIC {col 7}13921.77  :              remove othercountryy
BIC {col 7}14000.89  :              remove selfreportedd
BIC {col 7}14011.1   :              remove numberofscvariabless
BIC {col 7}14030.43  :              remove educationn
BIC {col 7}14002.44  :              remove       olss
BIC {col 7}13955.42  :              remove      orhrr
BIC {col 7}13930.27  :              remove   seotherr
BIC {col 7}14039.72  :              remove   tnormall
BIC {col 7}14060.33  :              remove tcalculatedbypvaluee
{hline 78}
Stage 9 reg fetstatR conss cognitivee panell eastasiaa westnortheuropee highincomee selfreportedd numberofscvariabless  educationn  olss orhrr seotherr tnormall tcalculatedbypvaluee : BIC  13921.77
{hline 78}
BIC {col 7}13939.05  :              remove     panell
BIC {col 7}13988.88  :              remove  eastasiaa
BIC {col 7}14002.25  :              remove westnortheuropee
BIC {col 7}13985.39  :              remove highincomee
BIC {col 7}14002.91  :              remove selfreportedd
BIC {col 7}14005.76  :              remove numberofscvariabless
BIC {col 7}14036.55  :              remove educationn
BIC {col 7}13996.46  :              remove       olss
BIC {col 7}13953.02  :              remove      orhrr
BIC {col 7}13934.91  :              remove   seotherr
BIC {col 7}14036.19  :              remove   tnormall
BIC {col 7}14056.3   :              remove tcalculatedbypvaluee

Final Model

      Source {c |}       SS           df       MS      Number of obs   ={res}     2,638
{txt}{hline 13}{c +}{hline 34}   F(14, 2623)     = {res}    76.65
{txt}       Model {c |} {res} 11833.6269        14  845.259066   {txt}Prob > F        ={res}    0.0000
{txt}    Residual {c |} {res} 28926.1923     2,623   11.027904   {txt}R-squared       ={res}    0.2903
{txt}{hline 13}{c +}{hline 34}   Adj R-squared   ={res}    0.2865
{txt}       Total {c |} {res} 40759.8192     2,637  15.4568901   {txt}Root MSE        =   {res} 3.3208

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2}  .058142{col 29}{space 2}  .004634{col 40}{space 1}   12.55{col 49}{space 3}0.000{col 57}{space 4} .0490554{col 70}{space 3} .0672286
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2}  .023694{col 29}{space 2} .0018439{col 40}{space 1}   12.85{col 49}{space 3}0.000{col 57}{space 4} .0200784{col 70}{space 3} .0273097
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0099194{col 29}{space 2} .0019786{col 40}{space 1}   -5.01{col 49}{space 3}0.000{col 57}{space 4}-.0137992{col 70}{space 3}-.0060397
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2}  .030208{col 29}{space 2} .0034736{col 40}{space 1}    8.70{col 49}{space 3}0.000{col 57}{space 4} .0233968{col 70}{space 3} .0370192
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0199467{col 29}{space 2} .0021104{col 40}{space 1}    9.45{col 49}{space 3}0.000{col 57}{space 4} .0158085{col 70}{space 3} .0240849
{txt}{space 4}highincomee {c |}{col 17}{res}{space 2} .0247531{col 29}{space 2} .0029161{col 40}{space 1}    8.49{col 49}{space 3}0.000{col 57}{space 4} .0190351{col 70}{space 3} .0304711
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2}-.0274965{col 29}{space 2}  .002898{col 40}{space 1}   -9.49{col 49}{space 3}0.000{col 57}{space 4}-.0331791{col 70}{space 3}-.0218138
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0016941{col 29}{space 2} .0001757{col 40}{space 1}   -9.64{col 49}{space 3}0.000{col 57}{space 4}-.0020386{col 70}{space 3}-.0013495
{txt}{space 5}educationn {c |}{col 17}{res}{space 2} -.023264{col 29}{space 2} .0020821{col 40}{space 1}  -11.17{col 49}{space 3}0.000{col 57}{space 4}-.0273468{col 70}{space 3}-.0191811
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0269765{col 29}{space 2} .0029541{col 40}{space 1}    9.13{col 49}{space 3}0.000{col 57}{space 4} .0211839{col 70}{space 3} .0327692
{txt}{space 10}orhrr {c |}{col 17}{res}{space 2}-.0192256{col 29}{space 2}  .003071{col 40}{space 1}   -6.26{col 49}{space 3}0.000{col 57}{space 4}-.0252474{col 70}{space 3}-.0132039
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2} -.011255{col 29}{space 2} .0024572{col 40}{space 1}   -4.58{col 49}{space 3}0.000{col 57}{space 4}-.0160733{col 70}{space 3}-.0064367
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}-.0265779{col 29}{space 2} .0023823{col 40}{space 1}  -11.16{col 49}{space 3}0.000{col 57}{space 4}-.0312493{col 70}{space 3}-.0219064
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0265804{col 29}{space 2} .0022037{col 40}{space 1}  -12.06{col 49}{space 3}0.000{col 57}{space 4}-.0309017{col 70}{space 3}-.0222592
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .3256777{col 29}{space 2} .1042951{col 40}{space 1}    3.12{col 49}{space 3}0.002{col 57}{space 4} .1211686{col 70}{space 3} .5301868
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. // Fixed Effects - Equal weight to each estimate (Column 1)
. regress fetstatR conss cognitivee panell eastasiaa westnortheuropee ///
> highincomee selfreportedd numberofscvariabless educationn olss orhrr seotherr ///
> tnormall tcalculatedbypvaluee if esample == 1, vce(cluster id)

{txt}Linear regression                               Number of obs     = {res}     2,638
                                                {txt}F(14, 154)        =  {res}    11.76
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.2903
                                                {txt}Root MSE          =    {res} 3.3208

{txt}{ralign 81:(Std. Err. adjusted for {res:155} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2}  .058142{col 29}{space 2} .0200714{col 40}{space 1}    2.90{col 49}{space 3}0.004{col 57}{space 4} .0184913{col 70}{space 3} .0977928
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2}  .023694{col 29}{space 2} .0057291{col 40}{space 1}    4.14{col 49}{space 3}0.000{col 57}{space 4} .0123763{col 70}{space 3} .0350117
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0099194{col 29}{space 2} .0082347{col 40}{space 1}   -1.20{col 49}{space 3}0.230{col 57}{space 4} -.026187{col 70}{space 3} .0063481
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2}  .030208{col 29}{space 2} .0123225{col 40}{space 1}    2.45{col 49}{space 3}0.015{col 57}{space 4} .0058651{col 70}{space 3} .0545509
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0199467{col 29}{space 2} .0081549{col 40}{space 1}    2.45{col 49}{space 3}0.016{col 57}{space 4} .0038368{col 70}{space 3} .0360566
{txt}{space 4}highincomee {c |}{col 17}{res}{space 2} .0247531{col 29}{space 2} .0080693{col 40}{space 1}    3.07{col 49}{space 3}0.003{col 57}{space 4} .0088123{col 70}{space 3} .0406939
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2}-.0274965{col 29}{space 2} .0092602{col 40}{space 1}   -2.97{col 49}{space 3}0.003{col 57}{space 4}  -.04579{col 70}{space 3} -.009203
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0016941{col 29}{space 2} .0005273{col 40}{space 1}   -3.21{col 49}{space 3}0.002{col 57}{space 4}-.0027357{col 70}{space 3}-.0006524
{txt}{space 5}educationn {c |}{col 17}{res}{space 2} -.023264{col 29}{space 2}  .007297{col 40}{space 1}   -3.19{col 49}{space 3}0.002{col 57}{space 4}-.0376791{col 70}{space 3}-.0088488
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0269765{col 29}{space 2} .0105194{col 40}{space 1}    2.56{col 49}{space 3}0.011{col 57}{space 4} .0061956{col 70}{space 3} .0477574
{txt}{space 10}orhrr {c |}{col 17}{res}{space 2}-.0192256{col 29}{space 2} .0131313{col 40}{space 1}   -1.46{col 49}{space 3}0.145{col 57}{space 4}-.0451664{col 70}{space 3} .0067152
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2} -.011255{col 29}{space 2} .0090779{col 40}{space 1}   -1.24{col 49}{space 3}0.217{col 57}{space 4}-.0291883{col 70}{space 3} .0066783
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}-.0265779{col 29}{space 2} .0111392{col 40}{space 1}   -2.39{col 49}{space 3}0.018{col 57}{space 4}-.0485832{col 70}{space 3}-.0045726
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0265804{col 29}{space 2}  .005983{col 40}{space 1}   -4.44{col 49}{space 3}0.000{col 57}{space 4}-.0383999{col 70}{space 3} -.014761
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .3256777{col 29}{space 2} .2108709{col 40}{space 1}    1.54{col 49}{space 3}0.125{col 57}{space 4}-.0908952{col 70}{space 3} .7422506
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. //////////////////////////////////////////////
> //////////////  GENERAL HEALTH  //////////////
> //////////////////////////////////////////////
> drop esample
{txt}
{com}. quietly regress fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy ///
> selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee if generalhealth == 1
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect fetstatR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy ///
> selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee if esample == 1 , ///
> backward bic fix(conss cognitivee)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  25104.28
{hline 78}
BIC {col 7}25095.81  :              remove   pubyearr
BIC {col 7}25173.1   :              remove individualscc
BIC {col 7}25215.95  :              remove     panell
BIC {col 7}25100.13  :              remove        ivv
BIC {col 7}25118.93  :              remove  eastasiaa
BIC {col 7}25129.58  :              remove westnortheuropee
BIC {col 7}25124.84  :              remove highincomee
BIC {col 7}25192.22  :              remove othercountryy
BIC {col 7}25135.17  :              remove selfreportedd
BIC {col 7}25123.17  :              remove numberofscvariabless
BIC {col 7}25096     :              remove       agee
BIC {col 7}25101.15  :              remove    genderr
BIC {col 7}25124.7   :              remove educationn
BIC {col 7}25108.51  :              remove maritalstatuss
BIC {col 7}25098.58  :              remove    incomee
BIC {col 7}25111.06  :              remove       olss
BIC {col 7}25096.76  :              remove      orhrr
BIC {col 7}25111.58  :              remove       hlmm
BIC {col 7}25101.01  :              remove   seotherr
BIC {col 7}25096.86  :              remove   tnormall
BIC {col 7}25147.01  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg fetstatR conss cognitivee individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  25095.81
{hline 78}
BIC {col 7}25166.02  :              remove individualscc
BIC {col 7}25207.52  :              remove     panell
BIC {col 7}25092.36  :              remove        ivv
BIC {col 7}25115.19  :              remove  eastasiaa
BIC {col 7}25123.94  :              remove westnortheuropee
BIC {col 7}25117.46  :              remove highincomee
BIC {col 7}25198.05  :              remove othercountryy
BIC {col 7}25127.42  :              remove selfreportedd
BIC {col 7}25115.44  :              remove numberofscvariabless
BIC {col 7}25087.53  :              remove       agee
BIC {col 7}25092.78  :              remove    genderr
BIC {col 7}25116.45  :              remove educationn
BIC {col 7}25100.06  :              remove maritalstatuss
BIC {col 7}25090.12  :              remove    incomee
BIC {col 7}25103.3   :              remove       olss
BIC {col 7}25088.28  :              remove      orhrr
BIC {col 7}25103.12  :              remove       hlmm
BIC {col 7}25092.64  :              remove   seotherr
BIC {col 7}25088.43  :              remove   tnormall
BIC {col 7}25138.58  :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg fetstatR conss cognitivee individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  25087.53
{hline 78}
BIC {col 7}25157.55  :              remove individualscc
BIC {col 7}25200.49  :              remove     panell
BIC {col 7}25084.15  :              remove        ivv
BIC {col 7}25107.42  :              remove  eastasiaa
BIC {col 7}25115.49  :              remove westnortheuropee
BIC {col 7}25111.55  :              remove highincomee
BIC {col 7}25189.68  :              remove othercountryy
BIC {col 7}25119.16  :              remove selfreportedd
BIC {col 7}25107.05  :              remove numberofscvariabless
BIC {col 7}25085.55  :              remove    genderr
BIC {col 7}25108.72  :              remove educationn
BIC {col 7}25091.65  :              remove maritalstatuss
BIC {col 7}25081.71  :              remove    incomee
BIC {col 7}25094.92  :              remove       olss
BIC {col 7}25080.5   :              remove      orhrr
BIC {col 7}25095.09  :              remove       hlmm
BIC {col 7}25084.16  :              remove   seotherr
BIC {col 7}25080.09  :              remove   tnormall
BIC {col 7}25134.58  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg fetstatR conss cognitivee individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tcalculatedbypvaluee : BIC  25080.09
{hline 78}
BIC {col 7}25150.09  :              remove individualscc
BIC {col 7}25198.52  :              remove     panell
BIC {col 7}25076.8   :              remove        ivv
BIC {col 7}25099.02  :              remove  eastasiaa
BIC {col 7}25107.03  :              remove westnortheuropee
BIC {col 7}25103.09  :              remove highincomee
BIC {col 7}25182.39  :              remove othercountryy
BIC {col 7}25112.12  :              remove selfreportedd
BIC {col 7}25098.65  :              remove numberofscvariabless
BIC {col 7}25078.9   :              remove    genderr
BIC {col 7}25101.18  :              remove educationn
BIC {col 7}25084.39  :              remove maritalstatuss
BIC {col 7}25074.98  :              remove    incomee
BIC {col 7}25087.76  :              remove       olss
BIC {col 7}25074.57  :              remove      orhrr
BIC {col 7}25091.38  :              remove       hlmm
BIC {col 7}25078.32  :              remove   seotherr
BIC {col 7}25145.08  :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg fetstatR conss cognitivee individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless genderr educationn maritalstatuss incomee olss hlmm seotherr tcalculatedbypvaluee : BIC  25074.57
{hline 78}
BIC {col 7}25146.92  :              remove individualscc
BIC {col 7}25199.31  :              remove     panell
BIC {col 7}25073.78  :              remove        ivv
BIC {col 7}25090.97  :              remove  eastasiaa
BIC {col 7}25099.55  :              remove westnortheuropee
BIC {col 7}25097.77  :              remove highincomee
BIC {col 7}25175.25  :              remove othercountryy
BIC {col 7}25111.91  :              remove selfreportedd
BIC {col 7}25091.47  :              remove numberofscvariabless
BIC {col 7}25073.68  :              remove    genderr
BIC {col 7}25097.81  :              remove educationn
BIC {col 7}25080.01  :              remove maritalstatuss
BIC {col 7}25069.87  :              remove    incomee
BIC {col 7}25095.01  :              remove       olss
BIC {col 7}25084.14  :              remove       hlmm
BIC {col 7}25082.61  :              remove   seotherr
BIC {col 7}25143.24  :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg fetstatR conss cognitivee individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless genderr educationn maritalstatuss olss hlmm seotherr tcalculatedbypvaluee : BIC  25069.87
{hline 78}
BIC {col 7}25152.25  :              remove individualscc
BIC {col 7}25190.85  :              remove     panell
BIC {col 7}25069.08  :              remove        ivv
BIC {col 7}25085.31  :              remove  eastasiaa
BIC {col 7}25094.18  :              remove westnortheuropee
BIC {col 7}25095.35  :              remove highincomee
BIC {col 7}25166.77  :              remove othercountryy
BIC {col 7}25105.25  :              remove selfreportedd
BIC {col 7}25087.7   :              remove numberofscvariabless
BIC {col 7}25067.14  :              remove    genderr
BIC {col 7}25092.79  :              remove educationn
BIC {col 7}25082.64  :              remove maritalstatuss
BIC {col 7}25092.05  :              remove       olss
BIC {col 7}25082.54  :              remove       hlmm
BIC {col 7}25080.57  :              remove   seotherr
BIC {col 7}25153.13  :              remove tcalculatedbypvaluee
{hline 78}
Stage 6 reg fetstatR conss cognitivee individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless  educationn maritalstatuss olss hlmm seotherr tcalculatedbypvaluee : BIC  25067.14
{hline 78}
BIC {col 7}25156.99  :              remove individualscc
BIC {col 7}25203.51  :              remove     panell
BIC {col 7}25070.94  :              remove        ivv
BIC {col 7}25081.39  :              remove  eastasiaa
BIC {col 7}25090.1   :              remove westnortheuropee
BIC {col 7}25090.75  :              remove highincomee
BIC {col 7}25160.69  :              remove othercountryy
BIC {col 7}25100.98  :              remove selfreportedd
BIC {col 7}25091.11  :              remove numberofscvariabless
BIC {col 7}25084.36  :              remove educationn
BIC {col 7}25076.91  :              remove maritalstatuss
BIC {col 7}25088.56  :              remove       olss
BIC {col 7}25084.65  :              remove       hlmm
BIC {col 7}25082.07  :              remove   seotherr
BIC {col 7}25147.91  :              remove tcalculatedbypvaluee

Final Model

      Source {c |}       SS           df       MS      Number of obs   ={res}     4,810
{txt}{hline 13}{c +}{hline 34}   F(17, 4792)     = {res}    76.20
{txt}       Model {c |} {res} 13523.5228        17  795.501338   {txt}Prob > F        ={res}    0.0000
{txt}    Residual {c |} {res} 50026.6541     4,792   10.439619   {txt}R-squared       ={res}    0.2128
{txt}{hline 13}{c +}{hline 34}   Adj R-squared   ={res}    0.2100
{txt}       Total {c |} {res} 63550.1768     4,809  13.2148423   {txt}Root MSE        =   {res}  3.231

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} .0142338{col 29}{space 2}  .004608{col 40}{space 1}    3.09{col 49}{space 3}0.002{col 57}{space 4}    .0052{col 70}{space 3} .0232677
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0114284{col 29}{space 2} .0011485{col 40}{space 1}    9.95{col 49}{space 3}0.000{col 57}{space 4} .0091769{col 70}{space 3}   .01368
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2}  .013389{col 29}{space 2} .0013459{col 40}{space 1}    9.95{col 49}{space 3}0.000{col 57}{space 4} .0107504{col 70}{space 3} .0160275
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0136081{col 29}{space 2} .0011243{col 40}{space 1}  -12.10{col 49}{space 3}0.000{col 57}{space 4}-.0158122{col 70}{space 3} -.011404
{txt}{space 12}ivv {c |}{col 17}{res}{space 2}-.0056586{col 29}{space 2} .0016171{col 40}{space 1}   -3.50{col 49}{space 3}0.000{col 57}{space 4}-.0088288{col 70}{space 3}-.0024884
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2}-.0108122{col 29}{space 2} .0022697{col 40}{space 1}   -4.76{col 49}{space 3}0.000{col 57}{space 4}-.0152617{col 70}{space 3}-.0063626
{txt}westnortheur~ee {c |}{col 17}{res}{space 2}-.0112523{col 29}{space 2} .0020074{col 40}{space 1}   -5.61{col 49}{space 3}0.000{col 57}{space 4}-.0151878{col 70}{space 3}-.0073168
{txt}{space 4}highincomee {c |}{col 17}{res}{space 2}-.0150173{col 29}{space 2} .0026516{col 40}{space 1}   -5.66{col 49}{space 3}0.000{col 57}{space 4}-.0202157{col 70}{space 3}-.0098188
{txt}{space 2}othercountryy {c |}{col 17}{res}{space 2}-.0207089{col 29}{space 2} .0020432{col 40}{space 1}  -10.14{col 49}{space 3}0.000{col 57}{space 4}-.0247145{col 70}{space 3}-.0167034
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0226883{col 29}{space 2} .0034866{col 40}{space 1}    6.51{col 49}{space 3}0.000{col 57}{space 4} .0158529{col 70}{space 3} .0295236
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0006787{col 29}{space 2} .0001192{col 40}{space 1}   -5.70{col 49}{space 3}0.000{col 57}{space 4}-.0009123{col 70}{space 3} -.000445
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0070523{col 29}{space 2}  .001392{col 40}{space 1}   -5.07{col 49}{space 3}0.000{col 57}{space 4}-.0097814{col 70}{space 3}-.0043233
{txt}{space 1}maritalstatuss {c |}{col 17}{res}{space 2}-.0052599{col 29}{space 2} .0012324{col 40}{space 1}   -4.27{col 49}{space 3}0.000{col 57}{space 4}-.0076761{col 70}{space 3}-.0028438
{txt}{space 11}olss {c |}{col 17}{res}{space 2}-.0093943{col 29}{space 2} .0017188{col 40}{space 1}   -5.47{col 49}{space 3}0.000{col 57}{space 4}-.0127638{col 70}{space 3}-.0060247
{txt}{space 11}hlmm {c |}{col 17}{res}{space 2} .0072917{col 29}{space 2} .0014312{col 40}{space 1}    5.09{col 49}{space 3}0.000{col 57}{space 4} .0044859{col 70}{space 3} .0100974
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0072816{col 29}{space 2} .0015059{col 40}{space 1}   -4.84{col 49}{space 3}0.000{col 57}{space 4}-.0102338{col 70}{space 3}-.0043293
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0138589{col 29}{space 2}  .001463{col 40}{space 1}   -9.47{col 49}{space 3}0.000{col 57}{space 4} -.016727{col 70}{space 3}-.0109908
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .4084725{col 29}{space 2} .0893648{col 40}{space 1}    4.57{col 49}{space 3}0.000{col 57}{space 4} .2332766{col 70}{space 3} .5836685
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. // Fixed Effects - Equal weight to each estimate (Column 1)
. regress fetstatR conss cognitivee individualscc panell ivv eastasiaa westnortheuropee ///
> highincomee othercountryy selfreportedd numberofscvariabless educationn  maritalstatuss ///
> olss hlmm seotherr tcalculatedbypvaluee if esample == 1, vce(cluster id)

{txt}Linear regression                               Number of obs     = {res}     4,810
                                                {txt}F(17, 240)        =  {res}    14.38
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.2128
                                                {txt}Root MSE          =    {res}  3.231

{txt}{ralign 81:(Std. Err. adjusted for {res:241} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} .0142338{col 29}{space 2} .0124787{col 40}{space 1}    1.14{col 49}{space 3}0.255{col 57}{space 4}-.0103479{col 70}{space 3} .0388156
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0114284{col 29}{space 2} .0030689{col 40}{space 1}    3.72{col 49}{space 3}0.000{col 57}{space 4} .0053829{col 70}{space 3}  .017474
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2}  .013389{col 29}{space 2} .0037667{col 40}{space 1}    3.55{col 49}{space 3}0.000{col 57}{space 4} .0059689{col 70}{space 3} .0208091
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0136081{col 29}{space 2} .0035533{col 40}{space 1}   -3.83{col 49}{space 3}0.000{col 57}{space 4}-.0206078{col 70}{space 3}-.0066084
{txt}{space 12}ivv {c |}{col 17}{res}{space 2}-.0056586{col 29}{space 2}   .00424{col 40}{space 1}   -1.33{col 49}{space 3}0.183{col 57}{space 4} -.014011{col 70}{space 3} .0026938
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2}-.0108122{col 29}{space 2} .0062816{col 40}{space 1}   -1.72{col 49}{space 3}0.086{col 57}{space 4}-.0231863{col 70}{space 3}  .001562
{txt}westnortheur~ee {c |}{col 17}{res}{space 2}-.0112523{col 29}{space 2} .0061249{col 40}{space 1}   -1.84{col 49}{space 3}0.067{col 57}{space 4}-.0233177{col 70}{space 3} .0008132
{txt}{space 4}highincomee {c |}{col 17}{res}{space 2}-.0150173{col 29}{space 2}  .011105{col 40}{space 1}   -1.35{col 49}{space 3}0.178{col 57}{space 4}-.0368929{col 70}{space 3} .0068583
{txt}{space 2}othercountryy {c |}{col 17}{res}{space 2}-.0207089{col 29}{space 2} .0055091{col 40}{space 1}   -3.76{col 49}{space 3}0.000{col 57}{space 4}-.0315613{col 70}{space 3}-.0098565
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0226883{col 29}{space 2} .0062457{col 40}{space 1}    3.63{col 49}{space 3}0.000{col 57}{space 4} .0103849{col 70}{space 3} .0349916
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0006787{col 29}{space 2}  .000443{col 40}{space 1}   -1.53{col 49}{space 3}0.127{col 57}{space 4}-.0015514{col 70}{space 3} .0001941
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0070523{col 29}{space 2} .0035734{col 40}{space 1}   -1.97{col 49}{space 3}0.050{col 57}{space 4}-.0140916{col 70}{space 3} -.000013
{txt}{space 1}maritalstatuss {c |}{col 17}{res}{space 2}-.0052599{col 29}{space 2} .0030057{col 40}{space 1}   -1.75{col 49}{space 3}0.081{col 57}{space 4}-.0111809{col 70}{space 3}  .000661
{txt}{space 11}olss {c |}{col 17}{res}{space 2}-.0093943{col 29}{space 2} .0060247{col 40}{space 1}   -1.56{col 49}{space 3}0.120{col 57}{space 4}-.0212622{col 70}{space 3} .0024737
{txt}{space 11}hlmm {c |}{col 17}{res}{space 2} .0072917{col 29}{space 2} .0030995{col 40}{space 1}    2.35{col 49}{space 3}0.019{col 57}{space 4}  .001186{col 70}{space 3} .0133973
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0072816{col 29}{space 2}  .003841{col 40}{space 1}   -1.90{col 49}{space 3}0.059{col 57}{space 4} -.014848{col 70}{space 3} .0002849
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0138589{col 29}{space 2} .0041451{col 40}{space 1}   -3.34{col 49}{space 3}0.001{col 57}{space 4}-.0220244{col 70}{space 3}-.0056934
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .4084725{col 29}{space 2} .2388571{col 40}{space 1}    1.71{col 49}{space 3}0.089{col 57}{space 4}-.0620515{col 70}{space 3} .8789966
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. /////////////////////////////////////////////////////////////////
> //////////////  FULL SAMPLE w/ INTERACTION TERMS  ///////////////
> /////////////////////////////////////////////////////////////////
> drop esample
{txt}
{com}. quietly regress fetstatR conss cognitivee cogphysicall cogmentall pubyearr ///
> individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy ///
> physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect fetstatR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy ///
> physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee if esample == 1, ///
> backward bic fix(conss cognitivee cogphysicall cogmentall)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg fetstatR conss cognitivee cogphysicall cogmentall pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  59856.71
{hline 78}
BIC {col 7}59857.22  :              remove   pubyearr
BIC {col 7}60048.91  :              remove individualscc
BIC {col 7}59990.64  :              remove     panell
BIC {col 7}59849.36  :              remove        ivv
BIC {col 7}59857.81  :              remove  eastasiaa
BIC {col 7}59892.57  :              remove westnortheuropee
BIC {col 7}59850.01  :              remove highincomee
BIC {col 7}59858.74  :              remove othercountryy
BIC {col 7}59875.69  :              remove physicalhealthh
BIC {col 7}59979.59  :              remove mentalhealthh
BIC {col 7}59887.35  :              remove selfreportedd
BIC {col 7}59963.84  :              remove numberofscvariabless
BIC {col 7}59874.16  :              remove       agee
BIC {col 7}59854.49  :              remove    genderr
BIC {col 7}59914.87  :              remove educationn
BIC {col 7}59848.57  :              remove maritalstatuss
BIC {col 7}59861.35  :              remove    incomee
BIC {col 7}59862.65  :              remove       olss
BIC {col 7}59854.32  :              remove      orhrr
BIC {col 7}59863.46  :              remove       hlmm
BIC {col 7}59870.6   :              remove   seotherr
BIC {col 7}59920.96  :              remove   tnormall
BIC {col 7}60399.36  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg fetstatR conss cognitivee cogphysicall cogmentall pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  59848.57
{hline 78}
BIC {col 7}59848.71  :              remove   pubyearr
BIC {col 7}60043.34  :              remove individualscc
BIC {col 7}59982.34  :              remove     panell
BIC {col 7}59840.97  :              remove        ivv
BIC {col 7}59849.96  :              remove  eastasiaa
BIC {col 7}59886.9   :              remove westnortheuropee
BIC {col 7}59842.5   :              remove highincomee
BIC {col 7}59850.79  :              remove othercountryy
BIC {col 7}59866.42  :              remove physicalhealthh
BIC {col 7}59973.93  :              remove mentalhealthh
BIC {col 7}59878.65  :              remove selfreportedd
BIC {col 7}59954.5   :              remove numberofscvariabless
BIC {col 7}59871.44  :              remove       agee
BIC {col 7}59847.22  :              remove    genderr
BIC {col 7}59908.53  :              remove educationn
BIC {col 7}59852.89  :              remove    incomee
BIC {col 7}59855.42  :              remove       olss
BIC {col 7}59845.47  :              remove      orhrr
BIC {col 7}59855.81  :              remove       hlmm
BIC {col 7}59862.34  :              remove   seotherr
BIC {col 7}59912.05  :              remove   tnormall
BIC {col 7}60406.03  :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg fetstatR conss cognitivee cogphysicall cogmentall pubyearr individualscc panell eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  59840.97
{hline 78}
BIC {col 7}59844.48  :              remove   pubyearr
BIC {col 7}60040.47  :              remove individualscc
BIC {col 7}59974.49  :              remove     panell
BIC {col 7}59841.22  :              remove  eastasiaa
BIC {col 7}59882.68  :              remove westnortheuropee
BIC {col 7}59834.12  :              remove highincomee
BIC {col 7}59842.45  :              remove othercountryy
BIC {col 7}59858.03  :              remove physicalhealthh
BIC {col 7}59964.98  :              remove mentalhealthh
BIC {col 7}59870.93  :              remove selfreportedd
BIC {col 7}59945.18  :              remove numberofscvariabless
BIC {col 7}59870.1   :              remove       agee
BIC {col 7}59838.15  :              remove    genderr
BIC {col 7}59899.41  :              remove educationn
BIC {col 7}59844.79  :              remove    incomee
BIC {col 7}59854.66  :              remove       olss
BIC {col 7}59836.33  :              remove      orhrr
BIC {col 7}59852.81  :              remove       hlmm
BIC {col 7}59855.45  :              remove   seotherr
BIC {col 7}59902.71  :              remove   tnormall
BIC {col 7}60438.81  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg fetstatR conss cognitivee cogphysicall cogmentall pubyearr individualscc panell eastasiaa westnortheuropee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  59834.12
{hline 78}
BIC {col 7}59839.91  :              remove   pubyearr
BIC {col 7}60052.18  :              remove individualscc
BIC {col 7}59965.14  :              remove     panell
BIC {col 7}59848.1   :              remove  eastasiaa
BIC {col 7}59949.53  :              remove westnortheuropee
BIC {col 7}59833.08  :              remove othercountryy
BIC {col 7}59853.55  :              remove physicalhealthh
BIC {col 7}59955.82  :              remove mentalhealthh
BIC {col 7}59863.09  :              remove selfreportedd
BIC {col 7}59946.83  :              remove numberofscvariabless
BIC {col 7}59862.41  :              remove       agee
BIC {col 7}59831.56  :              remove    genderr
BIC {col 7}59890.58  :              remove educationn
BIC {col 7}59836.21  :              remove    incomee
BIC {col 7}59853.01  :              remove       olss
BIC {col 7}59828.29  :              remove      orhrr
BIC {col 7}59847.16  :              remove       hlmm
BIC {col 7}59849.76  :              remove   seotherr
BIC {col 7}59893.36  :              remove   tnormall
BIC {col 7}60429.49  :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg fetstatR conss cognitivee cogphysicall cogmentall pubyearr individualscc panell eastasiaa westnortheuropee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn incomee olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  59828.29
{hline 78}
BIC {col 7}59835.62  :              remove   pubyearr
BIC {col 7}60043.29  :              remove individualscc
BIC {col 7}59959.68  :              remove     panell
BIC {col 7}59840.01  :              remove  eastasiaa
BIC {col 7}59940.25  :              remove westnortheuropee
BIC {col 7}59828.86  :              remove othercountryy
BIC {col 7}59846.53  :              remove physicalhealthh
BIC {col 7}59952.79  :              remove mentalhealthh
BIC {col 7}59858.56  :              remove selfreportedd
BIC {col 7}59942.53  :              remove numberofscvariabless
BIC {col 7}59869.68  :              remove       agee
BIC {col 7}59825.02  :              remove    genderr
BIC {col 7}59881.85  :              remove educationn
BIC {col 7}59829.81  :              remove    incomee
BIC {col 7}59875.5   :              remove       olss
BIC {col 7}59851.75  :              remove       hlmm
BIC {col 7}59840.38  :              remove   seotherr
BIC {col 7}59886.93  :              remove   tnormall
BIC {col 7}60474.92  :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg fetstatR conss cognitivee cogphysicall cogmentall pubyearr individualscc panell eastasiaa westnortheuropee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee educationn incomee olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  59825.02
{hline 78}
BIC {col 7}59830.78  :              remove   pubyearr
BIC {col 7}60034.05  :              remove individualscc
BIC {col 7}59951.86  :              remove     panell
BIC {col 7}59836.35  :              remove  eastasiaa
BIC {col 7}59934.85  :              remove westnortheuropee
BIC {col 7}59827.87  :              remove othercountryy
BIC {col 7}59843.07  :              remove physicalhealthh
BIC {col 7}59945.87  :              remove mentalhealthh
BIC {col 7}59857.39  :              remove selfreportedd
BIC {col 7}59936.71  :              remove numberofscvariabless
BIC {col 7}59870.68  :              remove       agee
BIC {col 7}59883.3   :              remove educationn
BIC {col 7}59826.34  :              remove    incomee
BIC {col 7}59872.91  :              remove       olss
BIC {col 7}59846.07  :              remove       hlmm
BIC {col 7}59836.09  :              remove   seotherr
BIC {col 7}59880.09  :              remove   tnormall
BIC {col 7}60480.89  :              remove tcalculatedbypvaluee

Final Model

      Source {c |}       SS           df       MS      Number of obs   ={res}    11,776
{txt}{hline 13}{c +}{hline 34}   F(22, 11753)    = {res}   140.78
{txt}       Model {c |} {res} 28688.5388        22  1304.02449   {txt}Prob > F        ={res}    0.0000
{txt}    Residual {c |} {res} 108867.105    11,753  9.26292057   {txt}R-squared       ={res}    0.2086
{txt}{hline 13}{c +}{hline 34}   Adj R-squared   ={res}    0.2071
{txt}       Total {c |} {res} 137555.644    11,775   11.682008   {txt}Root MSE        =   {res} 3.0435

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} .5748515{col 29}{space 2} .1444258{col 40}{space 1}    3.98{col 49}{space 3}0.000{col 57}{space 4}  .291753{col 70}{space 3}   .85795
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2}  .009796{col 29}{space 2} .0009689{col 40}{space 1}   10.11{col 49}{space 3}0.000{col 57}{space 4} .0078967{col 70}{space 3} .0116953
{txt}{space 3}cogphysicall {c |}{col 17}{res}{space 2}-.0009808{col 29}{space 2} .0017779{col 40}{space 1}   -0.55{col 49}{space 3}0.581{col 57}{space 4}-.0044658{col 70}{space 3} .0025042
{txt}{space 5}cogmentall {c |}{col 17}{res}{space 2} .0154128{col 29}{space 2} .0017912{col 40}{space 1}    8.60{col 49}{space 3}0.000{col 57}{space 4} .0119017{col 70}{space 3} .0189238
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2}-.0002799{col 29}{space 2}  .000072{col 40}{space 1}   -3.89{col 49}{space 3}0.000{col 57}{space 4} -.000421{col 70}{space 3}-.0001387
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0135982{col 29}{space 2} .0009168{col 40}{space 1}   14.83{col 49}{space 3}0.000{col 57}{space 4} .0118012{col 70}{space 3} .0153952
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0073789{col 29}{space 2}  .000631{col 40}{space 1}  -11.69{col 49}{space 3}0.000{col 57}{space 4}-.0086158{col 70}{space 3} -.006142
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2} .0045343{col 29}{space 2}  .000997{col 40}{space 1}    4.55{col 49}{space 3}0.000{col 57}{space 4} .0025799{col 70}{space 3} .0064886
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0080952{col 29}{space 2} .0007403{col 40}{space 1}   10.93{col 49}{space 3}0.000{col 57}{space 4} .0066441{col 70}{space 3} .0095463
{txt}{space 2}othercountryy {c |}{col 17}{res}{space 2}-.0036372{col 29}{space 2} .0010411{col 40}{space 1}   -3.49{col 49}{space 3}0.000{col 57}{space 4} -.005678{col 70}{space 3}-.0015965
{txt}physicalhealthh {c |}{col 17}{res}{space 2}-.0068214{col 29}{space 2} .0013031{col 40}{space 1}   -5.23{col 49}{space 3}0.000{col 57}{space 4}-.0093757{col 70}{space 3} -.004267
{txt}{space 2}mentalhealthh {c |}{col 17}{res}{space 2}-.0116245{col 29}{space 2} .0010168{col 40}{space 1}  -11.43{col 49}{space 3}0.000{col 57}{space 4}-.0136177{col 70}{space 3}-.0096313
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0072989{col 29}{space 2} .0011298{col 40}{space 1}    6.46{col 49}{space 3}0.000{col 57}{space 4} .0050843{col 70}{space 3} .0095135
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0007595{col 29}{space 2} .0000689{col 40}{space 1}  -11.02{col 49}{space 3}0.000{col 57}{space 4}-.0008946{col 70}{space 3}-.0006244
{txt}{space 11}agee {c |}{col 17}{res}{space 2}-.0066402{col 29}{space 2} .0008949{col 40}{space 1}   -7.42{col 49}{space 3}0.000{col 57}{space 4}-.0083944{col 70}{space 3}-.0048861
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0053654{col 29}{space 2}  .000652{col 40}{space 1}   -8.23{col 49}{space 3}0.000{col 57}{space 4}-.0066434{col 70}{space 3}-.0040874
{txt}{space 8}incomee {c |}{col 17}{res}{space 2}  .002079{col 29}{space 2} .0006363{col 40}{space 1}    3.27{col 49}{space 3}0.001{col 57}{space 4} .0008318{col 70}{space 3} .0033262
{txt}{space 11}olss {c |}{col 17}{res}{space 2}  .007447{col 29}{space 2} .0009839{col 40}{space 1}    7.57{col 49}{space 3}0.000{col 57}{space 4} .0055184{col 70}{space 3} .0093756
{txt}{space 11}hlmm {c |}{col 17}{res}{space 2} .0055906{col 29}{space 2} .0010139{col 40}{space 1}    5.51{col 49}{space 3}0.000{col 57}{space 4} .0036033{col 70}{space 3}  .007578
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0045276{col 29}{space 2}  .001002{col 40}{space 1}   -4.52{col 49}{space 3}0.000{col 57}{space 4}-.0064916{col 70}{space 3}-.0025636
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}-.0067845{col 29}{space 2} .0008448{col 40}{space 1}   -8.03{col 49}{space 3}0.000{col 57}{space 4}-.0084404{col 70}{space 3}-.0051285
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2} -.021889{col 29}{space 2} .0008375{col 40}{space 1}  -26.14{col 49}{space 3}0.000{col 57}{space 4}-.0235307{col 70}{space 3}-.0202473
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .5030217{col 29}{space 2} .0460311{col 40}{space 1}   10.93{col 49}{space 3}0.000{col 57}{space 4} .4127931{col 70}{space 3} .5932503
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. // Fixed Effects - Equal weight to each estimate (Column 1)
. regress fetstatR conss cognitivee cogphysicall cogmentall pubyearr individualscc panell eastasiaa ///
> westnortheuropee othercountryy physicalhealthh mentalhealthh ///
> selfreportedd numberofscvariabless agee educationn incomee olss hlmm  seotherr tnormall ///
> tcalculatedbypvaluee if esample == 1, vce(cluster id)

{txt}Linear regression                               Number of obs     = {res}    11,776
                                                {txt}F(22, 438)        =  {res}    13.13
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.2086
                                                {txt}Root MSE          =    {res} 3.0435

{txt}{ralign 81:(Std. Err. adjusted for {res:439} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} .5748515{col 29}{space 2} .5677808{col 40}{space 1}    1.01{col 49}{space 3}0.312{col 57}{space 4}-.5410619{col 70}{space 3} 1.690765
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2}  .009796{col 29}{space 2} .0027621{col 40}{space 1}    3.55{col 49}{space 3}0.000{col 57}{space 4} .0043675{col 70}{space 3} .0152245
{txt}{space 3}cogphysicall {c |}{col 17}{res}{space 2}-.0009808{col 29}{space 2} .0057176{col 40}{space 1}   -0.17{col 49}{space 3}0.864{col 57}{space 4}-.0122182{col 70}{space 3} .0102566
{txt}{space 5}cogmentall {c |}{col 17}{res}{space 2} .0154128{col 29}{space 2} .0069435{col 40}{space 1}    2.22{col 49}{space 3}0.027{col 57}{space 4} .0017661{col 70}{space 3} .0290594
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2}-.0002799{col 29}{space 2}  .000283{col 40}{space 1}   -0.99{col 49}{space 3}0.323{col 57}{space 4} -.000836{col 70}{space 3} .0002763
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0135982{col 29}{space 2} .0027714{col 40}{space 1}    4.91{col 49}{space 3}0.000{col 57}{space 4} .0081513{col 70}{space 3} .0190451
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0073789{col 29}{space 2} .0023352{col 40}{space 1}   -3.16{col 49}{space 3}0.002{col 57}{space 4}-.0119684{col 70}{space 3}-.0027894
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2} .0045343{col 29}{space 2} .0033776{col 40}{space 1}    1.34{col 49}{space 3}0.180{col 57}{space 4} -.002104{col 70}{space 3} .0111726
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0080952{col 29}{space 2} .0027523{col 40}{space 1}    2.94{col 49}{space 3}0.003{col 57}{space 4} .0026858{col 70}{space 3} .0135046
{txt}{space 2}othercountryy {c |}{col 17}{res}{space 2}-.0036372{col 29}{space 2} .0034416{col 40}{space 1}   -1.06{col 49}{space 3}0.291{col 57}{space 4}-.0104014{col 70}{space 3} .0031269
{txt}physicalhealthh {c |}{col 17}{res}{space 2}-.0068214{col 29}{space 2} .0037773{col 40}{space 1}   -1.81{col 49}{space 3}0.072{col 57}{space 4}-.0142452{col 70}{space 3} .0006025
{txt}{space 2}mentalhealthh {c |}{col 17}{res}{space 2}-.0116245{col 29}{space 2} .0041882{col 40}{space 1}   -2.78{col 49}{space 3}0.006{col 57}{space 4}-.0198559{col 70}{space 3}-.0033931
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0072989{col 29}{space 2} .0037563{col 40}{space 1}    1.94{col 49}{space 3}0.053{col 57}{space 4}-.0000837{col 70}{space 3} .0146815
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0007595{col 29}{space 2} .0002928{col 40}{space 1}   -2.59{col 49}{space 3}0.010{col 57}{space 4}-.0013351{col 70}{space 3} -.000184
{txt}{space 11}agee {c |}{col 17}{res}{space 2}-.0066402{col 29}{space 2} .0024958{col 40}{space 1}   -2.66{col 49}{space 3}0.008{col 57}{space 4}-.0115454{col 70}{space 3}-.0017351
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0053654{col 29}{space 2} .0022043{col 40}{space 1}   -2.43{col 49}{space 3}0.015{col 57}{space 4}-.0096977{col 70}{space 3}-.0010331
{txt}{space 8}incomee {c |}{col 17}{res}{space 2}  .002079{col 29}{space 2} .0022999{col 40}{space 1}    0.90{col 49}{space 3}0.367{col 57}{space 4}-.0024413{col 70}{space 3} .0065993
{txt}{space 11}olss {c |}{col 17}{res}{space 2}  .007447{col 29}{space 2} .0054501{col 40}{space 1}    1.37{col 49}{space 3}0.173{col 57}{space 4}-.0032646{col 70}{space 3} .0181586
{txt}{space 11}hlmm {c |}{col 17}{res}{space 2} .0055906{col 29}{space 2} .0037084{col 40}{space 1}    1.51{col 49}{space 3}0.132{col 57}{space 4}-.0016978{col 70}{space 3} .0128791
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0045276{col 29}{space 2} .0037105{col 40}{space 1}   -1.22{col 49}{space 3}0.223{col 57}{space 4}-.0118202{col 70}{space 3} .0027649
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}-.0067845{col 29}{space 2} .0029266{col 40}{space 1}   -2.32{col 49}{space 3}0.021{col 57}{space 4}-.0125364{col 70}{space 3}-.0010325
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2} -.021889{col 29}{space 2} .0027249{col 40}{space 1}   -8.03{col 49}{space 3}0.000{col 57}{space 4}-.0272444{col 70}{space 3}-.0165336
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .5030217{col 29}{space 2} .1435431{col 40}{space 1}    3.50{col 49}{space 3}0.001{col 57}{space 4} .2209028{col 70}{space 3} .7851406
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. *--------------------------------------------------------*
. *   TABLE: FixedEffects(Weight2) // Stepwise Regression  *
. *--------------------------------------------------------*
. 
. ////////////////////////////////////////////
> //////////////  FULL SAMPLE  ///////////////
> ////////////////////////////////////////////
> drop esample
{txt}
{com}. quietly regress fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy ///
> physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee [pweight = weight]
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect fetstatR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy ///
> physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee [pweight = weight] if esample == 1 , ///
> backward bic fix(conss cognitivee)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  63861.59
{hline 78}
BIC {col 7}63946.36  :              remove   pubyearr
BIC {col 7}64483.19  :              remove individualscc
BIC {col 7}63982.52  :              remove     panell
BIC {col 7}63865.45  :              remove        ivv
BIC {col 7}63875.19  :              remove  eastasiaa
BIC {col 7}63932.53  :              remove westnortheuropee
BIC {col 7}63860.3   :              remove highincomee
BIC {col 7}63852.47  :              remove othercountryy
BIC {col 7}63855.28  :              remove physicalhealthh
BIC {col 7}63859.47  :              remove mentalhealthh
BIC {col 7}63984.03  :              remove selfreportedd
BIC {col 7}64148.34  :              remove numberofscvariabless
BIC {col 7}63858.81  :              remove       agee
BIC {col 7}63870.93  :              remove    genderr
BIC {col 7}63879.5   :              remove educationn
BIC {col 7}63887.19  :              remove maritalstatuss
BIC {col 7}63852.35  :              remove    incomee
BIC {col 7}63900.46  :              remove       olss
BIC {col 7}63852.41  :              remove      orhrr
BIC {col 7}63890.05  :              remove       hlmm
BIC {col 7}63858.24  :              remove   seotherr
BIC {col 7}64003.93  :              remove   tnormall
BIC {col 7}64446.69  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  63852.35
{hline 78}
BIC {col 7}63937.72  :              remove   pubyearr
BIC {col 7}64474.97  :              remove individualscc
BIC {col 7}63973.21  :              remove     panell
BIC {col 7}63856.07  :              remove        ivv
BIC {col 7}63865.96  :              remove  eastasiaa
BIC {col 7}63923.4   :              remove westnortheuropee
BIC {col 7}63852.04  :              remove highincomee
BIC {col 7}63843.31  :              remove othercountryy
BIC {col 7}63845.94  :              remove physicalhealthh
BIC {col 7}63850.26  :              remove mentalhealthh
BIC {col 7}63974.7   :              remove selfreportedd
BIC {col 7}64139.04  :              remove numberofscvariabless
BIC {col 7}63849.74  :              remove       agee
BIC {col 7}63862.18  :              remove    genderr
BIC {col 7}63872.67  :              remove educationn
BIC {col 7}63877.88  :              remove maritalstatuss
BIC {col 7}63891.63  :              remove       olss
BIC {col 7}63843.19  :              remove      orhrr
BIC {col 7}63880.69  :              remove       hlmm
BIC {col 7}63848.88  :              remove   seotherr
BIC {col 7}63996.6   :              remove   tnormall
BIC {col 7}64474.4   :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  63843.19
{hline 78}
BIC {col 7}63931.61  :              remove   pubyearr
BIC {col 7}64470.9   :              remove individualscc
BIC {col 7}63963.89  :              remove     panell
BIC {col 7}63848.1   :              remove        ivv
BIC {col 7}63857.2   :              remove  eastasiaa
BIC {col 7}63914.5   :              remove westnortheuropee
BIC {col 7}63842.67  :              remove highincomee
BIC {col 7}63834.19  :              remove othercountryy
BIC {col 7}63836.76  :              remove physicalhealthh
BIC {col 7}63840.98  :              remove mentalhealthh
BIC {col 7}63965.58  :              remove selfreportedd
BIC {col 7}64130.78  :              remove numberofscvariabless
BIC {col 7}63840.4   :              remove       agee
BIC {col 7}63852.81  :              remove    genderr
BIC {col 7}63865.43  :              remove educationn
BIC {col 7}63870.28  :              remove maritalstatuss
BIC {col 7}63907.71  :              remove       olss
BIC {col 7}63876.9   :              remove       hlmm
BIC {col 7}63841.08  :              remove   seotherr
BIC {col 7}64033.97  :              remove   tnormall
BIC {col 7}64472.24  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  63834.19
{hline 78}
BIC {col 7}63932.14  :              remove   pubyearr
BIC {col 7}64477.84  :              remove individualscc
BIC {col 7}63959.17  :              remove     panell
BIC {col 7}63839.13  :              remove        ivv
BIC {col 7}63861.03  :              remove  eastasiaa
BIC {col 7}63987.84  :              remove westnortheuropee
BIC {col 7}63838.04  :              remove highincomee
BIC {col 7}63828.18  :              remove physicalhealthh
BIC {col 7}63831.68  :              remove mentalhealthh
BIC {col 7}63956.56  :              remove selfreportedd
BIC {col 7}64122.07  :              remove numberofscvariabless
BIC {col 7}63831.12  :              remove       agee
BIC {col 7}63843.45  :              remove    genderr
BIC {col 7}63856.91  :              remove educationn
BIC {col 7}63862.31  :              remove maritalstatuss
BIC {col 7}63898.52  :              remove       olss
BIC {col 7}63867.59  :              remove       hlmm
BIC {col 7}63832.33  :              remove   seotherr
BIC {col 7}64025.61  :              remove   tnormall
BIC {col 7}64469.17  :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee  mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  63828.18
{hline 78}
BIC {col 7}63928.52  :              remove   pubyearr
BIC {col 7}64469.67  :              remove individualscc
BIC {col 7}63950.2   :              remove     panell
BIC {col 7}63832.7   :              remove        ivv
BIC {col 7}63854.49  :              remove  eastasiaa
BIC {col 7}63979.21  :              remove westnortheuropee
BIC {col 7}63833.16  :              remove highincomee
BIC {col 7}63829.06  :              remove mentalhealthh
BIC {col 7}64054.05  :              remove selfreportedd
BIC {col 7}64124.21  :              remove numberofscvariabless
BIC {col 7}63825     :              remove       agee
BIC {col 7}63837.51  :              remove    genderr
BIC {col 7}63851.46  :              remove educationn
BIC {col 7}63858.14  :              remove maritalstatuss
BIC {col 7}63893.63  :              remove       olss
BIC {col 7}63861.64  :              remove       hlmm
BIC {col 7}63827     :              remove   seotherr
BIC {col 7}64038.15  :              remove   tnormall
BIC {col 7}64473.18  :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee  mentalhealthh selfreportedd numberofscvariabless genderr educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC     63825
{hline 78}
BIC {col 7}63927.17  :              remove   pubyearr
BIC {col 7}64460.86  :              remove individualscc
BIC {col 7}63942.9   :              remove     panell
BIC {col 7}63829.03  :              remove        ivv
BIC {col 7}63852.29  :              remove  eastasiaa
BIC {col 7}63985.64  :              remove westnortheuropee
BIC {col 7}63828.95  :              remove highincomee
BIC {col 7}63825.67  :              remove mentalhealthh
BIC {col 7}64048.34  :              remove selfreportedd
BIC {col 7}64117.74  :              remove numberofscvariabless
BIC {col 7}63834.4   :              remove    genderr
BIC {col 7}63862.38  :              remove educationn
BIC {col 7}63874.91  :              remove maritalstatuss
BIC {col 7}63891.04  :              remove       olss
BIC {col 7}63861.73  :              remove       hlmm
BIC {col 7}63824.5   :              remove   seotherr
BIC {col 7}64035.42  :              remove   tnormall
BIC {col 7}64464.04  :              remove tcalculatedbypvaluee
{hline 78}
Stage 6 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee  mentalhealthh selfreportedd numberofscvariabless genderr educationn maritalstatuss olss hlmm tnormall tcalculatedbypvaluee : BIC   63824.5
{hline 78}
BIC {col 7}63929.02  :              remove   pubyearr
BIC {col 7}64490.52  :              remove individualscc
BIC {col 7}63948.37  :              remove     panell
BIC {col 7}63827.61  :              remove        ivv
BIC {col 7}63849.66  :              remove  eastasiaa
BIC {col 7}63976.31  :              remove westnortheuropee
BIC {col 7}63824.88  :              remove highincomee
BIC {col 7}63824.23  :              remove mentalhealthh
BIC {col 7}64039.16  :              remove selfreportedd
BIC {col 7}64115.13  :              remove numberofscvariabless
BIC {col 7}63834.27  :              remove    genderr
BIC {col 7}63863.59  :              remove educationn
BIC {col 7}63872.87  :              remove maritalstatuss
BIC {col 7}63892.78  :              remove       olss
BIC {col 7}63855.65  :              remove       hlmm
BIC {col 7}64059.3   :              remove   tnormall
BIC {col 7}64462.45  :              remove tcalculatedbypvaluee
{hline 78}
Stage 7 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee  selfreportedd numberofscvariabless genderr educationn maritalstatuss olss hlmm tnormall tcalculatedbypvaluee : BIC  63824.23
{hline 78}
BIC {col 7}63926.78  :              remove   pubyearr
BIC {col 7}64483.29  :              remove individualscc
BIC {col 7}63946.4   :              remove     panell
BIC {col 7}63830.84  :              remove        ivv
BIC {col 7}63850.55  :              remove  eastasiaa
BIC {col 7}63980.93  :              remove westnortheuropee
BIC {col 7}63825.53  :              remove highincomee
BIC {col 7}64030.38  :              remove selfreportedd
BIC {col 7}64118.33  :              remove numberofscvariabless
BIC {col 7}63838.59  :              remove    genderr
BIC {col 7}63858.81  :              remove educationn
BIC {col 7}63881.45  :              remove maritalstatuss
BIC {col 7}63884.79  :              remove       olss
BIC {col 7}63860.24  :              remove       hlmm
BIC {col 7}64050.78  :              remove   tnormall
BIC {col 7}64455.31  :              remove tcalculatedbypvaluee

Final Model
(sum of wgt is 428.7173136174222)

Linear regression                               Number of obs     = {res}    11,776
                                                {txt}F(18, 11757)      =  {res}    27.94
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.2449
                                                {txt}Root MSE          =    {res} 3.6119

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} 1.600922{col 29}{space 2} .3366237{col 40}{space 1}    4.76{col 49}{space 3}0.000{col 57}{space 4} .9410835{col 70}{space 3}  2.26076
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0134599{col 29}{space 2} .0025388{col 40}{space 1}    5.30{col 49}{space 3}0.000{col 57}{space 4} .0084835{col 70}{space 3} .0184364
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2}-.0008027{col 29}{space 2} .0001679{col 40}{space 1}   -4.78{col 49}{space 3}0.000{col 57}{space 4}-.0011317{col 70}{space 3}-.0004737
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0229085{col 29}{space 2} .0023643{col 40}{space 1}    9.69{col 49}{space 3}0.000{col 57}{space 4} .0182741{col 70}{space 3} .0275428
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0080835{col 29}{space 2} .0018044{col 40}{space 1}   -4.48{col 49}{space 3}0.000{col 57}{space 4}-.0116204{col 70}{space 3}-.0045467
{txt}{space 12}ivv {c |}{col 17}{res}{space 2} .0050191{col 29}{space 2} .0035344{col 40}{space 1}    1.42{col 49}{space 3}0.156{col 57}{space 4}-.0019088{col 70}{space 3} .0119471
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2}  .007829{col 29}{space 2} .0024157{col 40}{space 1}    3.24{col 49}{space 3}0.001{col 57}{space 4} .0030938{col 70}{space 3} .0125642
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0093614{col 29}{space 2} .0019075{col 40}{space 1}    4.91{col 49}{space 3}0.000{col 57}{space 4} .0056225{col 70}{space 3} .0131004
{txt}{space 4}highincomee {c |}{col 17}{res}{space 2} .0034836{col 29}{space 2} .0030503{col 40}{space 1}    1.14{col 49}{space 3}0.253{col 57}{space 4}-.0024955{col 70}{space 3} .0094627
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0132291{col 29}{space 2} .0023174{col 40}{space 1}    5.71{col 49}{space 3}0.000{col 57}{space 4} .0086866{col 70}{space 3} .0177715
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0017573{col 29}{space 2} .0002127{col 40}{space 1}   -8.26{col 49}{space 3}0.000{col 57}{space 4}-.0021742{col 70}{space 3}-.0013403
{txt}{space 8}genderr {c |}{col 17}{res}{space 2} .0060401{col 29}{space 2} .0030769{col 40}{space 1}    1.96{col 49}{space 3}0.050{col 57}{space 4} 8.89e-06{col 70}{space 3} .0120713
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0041056{col 29}{space 2} .0014034{col 40}{space 1}   -2.93{col 49}{space 3}0.003{col 57}{space 4}-.0068566{col 70}{space 3}-.0013546
{txt}{space 1}maritalstatuss {c |}{col 17}{res}{space 2}-.0055726{col 29}{space 2} .0016976{col 40}{space 1}   -3.28{col 49}{space 3}0.001{col 57}{space 4}-.0089002{col 70}{space 3}-.0022449
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0091057{col 29}{space 2} .0028357{col 40}{space 1}    3.21{col 49}{space 3}0.001{col 57}{space 4} .0035473{col 70}{space 3} .0146641
{txt}{space 11}hlmm {c |}{col 17}{res}{space 2} .0053369{col 29}{space 2} .0019575{col 40}{space 1}    2.73{col 49}{space 3}0.006{col 57}{space 4} .0014998{col 70}{space 3} .0091739
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}-.0119792{col 29}{space 2} .0023461{col 40}{space 1}   -5.11{col 49}{space 3}0.000{col 57}{space 4} -.016578{col 70}{space 3}-.0073804
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0283229{col 29}{space 2} .0020251{col 40}{space 1}  -13.99{col 49}{space 3}0.000{col 57}{space 4}-.0322925{col 70}{space 3}-.0243533
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .6056238{col 29}{space 2} .0929002{col 40}{space 1}    6.52{col 49}{space 3}0.000{col 57}{space 4}  .423524{col 70}{space 3} .7877235
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. // Fixed Effects - Equal weight to each study (Column 2)
. regress fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee ///
> selfreportedd numberofscvariabless genderr educationn maritalstatuss ///
> olss hlmm tnormall tcalculatedbypvaluee [pweight = weight] if esample == 1, vce(cluster id) 
{txt}(sum of wgt is 428.7173136174222)

Linear regression                               Number of obs     = {res}    11,776
                                                {txt}F(18, 438)        =  {res}    11.55
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.2449
                                                {txt}Root MSE          =    {res} 3.6119

{txt}{ralign 81:(Std. Err. adjusted for {res:439} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} 1.600922{col 29}{space 2} .6107194{col 40}{space 1}    2.62{col 49}{space 3}0.009{col 57}{space 4} .4006168{col 70}{space 3} 2.801227
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0134599{col 29}{space 2} .0033382{col 40}{space 1}    4.03{col 49}{space 3}0.000{col 57}{space 4}  .006899{col 70}{space 3} .0200209
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2}-.0008027{col 29}{space 2} .0003044{col 40}{space 1}   -2.64{col 49}{space 3}0.009{col 57}{space 4} -.001401{col 70}{space 3}-.0002044
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0229085{col 29}{space 2} .0038699{col 40}{space 1}    5.92{col 49}{space 3}0.000{col 57}{space 4} .0153025{col 70}{space 3} .0305144
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0080835{col 29}{space 2} .0031612{col 40}{space 1}   -2.56{col 49}{space 3}0.011{col 57}{space 4}-.0142965{col 70}{space 3}-.0018705
{txt}{space 12}ivv {c |}{col 17}{res}{space 2} .0050191{col 29}{space 2} .0060776{col 40}{space 1}    0.83{col 49}{space 3}0.409{col 57}{space 4}-.0069257{col 70}{space 3}  .016964
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2}  .007829{col 29}{space 2} .0042948{col 40}{space 1}    1.82{col 49}{space 3}0.069{col 57}{space 4} -.000612{col 70}{space 3}   .01627
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0093614{col 29}{space 2} .0031286{col 40}{space 1}    2.99{col 49}{space 3}0.003{col 57}{space 4} .0032125{col 70}{space 3} .0155104
{txt}{space 4}highincomee {c |}{col 17}{res}{space 2} .0034836{col 29}{space 2} .0057149{col 40}{space 1}    0.61{col 49}{space 3}0.542{col 57}{space 4}-.0077484{col 70}{space 3} .0147157
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0132291{col 29}{space 2} .0037004{col 40}{space 1}    3.58{col 49}{space 3}0.000{col 57}{space 4} .0059562{col 70}{space 3} .0205019
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0017573{col 29}{space 2} .0004858{col 40}{space 1}   -3.62{col 49}{space 3}0.000{col 57}{space 4}-.0027121{col 70}{space 3}-.0008024
{txt}{space 8}genderr {c |}{col 17}{res}{space 2} .0060401{col 29}{space 2} .0046337{col 40}{space 1}    1.30{col 49}{space 3}0.193{col 57}{space 4}-.0030669{col 70}{space 3} .0151471
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0041056{col 29}{space 2} .0021987{col 40}{space 1}   -1.87{col 49}{space 3}0.063{col 57}{space 4} -.008427{col 70}{space 3} .0002158
{txt}{space 1}maritalstatuss {c |}{col 17}{res}{space 2}-.0055726{col 29}{space 2} .0026846{col 40}{space 1}   -2.08{col 49}{space 3}0.038{col 57}{space 4}-.0108488{col 70}{space 3}-.0002963
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0091057{col 29}{space 2} .0069391{col 40}{space 1}    1.31{col 49}{space 3}0.190{col 57}{space 4}-.0045323{col 70}{space 3} .0227437
{txt}{space 11}hlmm {c |}{col 17}{res}{space 2} .0053369{col 29}{space 2} .0032871{col 40}{space 1}    1.62{col 49}{space 3}0.105{col 57}{space 4}-.0011236{col 70}{space 3} .0117974
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}-.0119792{col 29}{space 2} .0036567{col 40}{space 1}   -3.28{col 49}{space 3}0.001{col 57}{space 4}-.0191661{col 70}{space 3}-.0047923
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0283229{col 29}{space 2} .0041997{col 40}{space 1}   -6.74{col 49}{space 3}0.000{col 57}{space 4}-.0365769{col 70}{space 3}-.0200688
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .6056238{col 29}{space 2} .1433307{col 40}{space 1}    4.23{col 49}{space 3}0.000{col 57}{space 4} .3239223{col 70}{space 3} .8873252
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. ////////////////////////////////////////////////
> //////////////  PHYSICAL HEALTH  ///////////////
> ////////////////////////////////////////////////
> drop esample
{txt}
{com}. quietly regress fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy ///
> selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall ///
> tcalculatedbypvaluee [pweight = weight] if physicalhealth == 1 
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect fetstatR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy ///
> selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall ///
> tcalculatedbypvaluee [pweight = weight] if esample == 1 , ///
> backward bic fix(conss cognitivee)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  21744.04
{hline 78}
BIC {col 7}21888.16  :              remove   pubyearr
BIC {col 7}21737.47  :              remove individualscc
BIC {col 7}21774.4   :              remove     panell
BIC {col 7}21764.57  :              remove        ivv
BIC {col 7}21736.31  :              remove  eastasiaa
BIC {col 7}21861.65  :              remove westnortheuropee
BIC {col 7}21735.82  :              remove highincomee
BIC {col 7}21736.79  :              remove othercountryy
BIC {col 7}21824.98  :              remove selfreportedd
BIC {col 7}21772.13  :              remove numberofscvariabless
BIC {col 7}21738.69  :              remove       agee
BIC {col 7}21739.1   :              remove    genderr
BIC {col 7}21782.81  :              remove educationn
BIC {col 7}21737.93  :              remove maritalstatuss
BIC {col 7}21750.27  :              remove    incomee
BIC {col 7}21833.19  :              remove       olss
BIC {col 7}21750.72  :              remove      orhrr
BIC {col 7}21735.65  :              remove       hlmm
BIC {col 7}21763.37  :              remove   seotherr
BIC {col 7}21738.79  :              remove   tnormall
BIC {col 7}21970.06  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr seotherr tnormall tcalculatedbypvaluee : BIC  21735.65
{hline 78}
BIC {col 7}21881.41  :              remove   pubyearr
BIC {col 7}21729.12  :              remove individualscc
BIC {col 7}21766.34  :              remove     panell
BIC {col 7}21757.17  :              remove        ivv
BIC {col 7}21728.04  :              remove  eastasiaa
BIC {col 7}21871.28  :              remove westnortheuropee
BIC {col 7}21727.46  :              remove highincomee
BIC {col 7}21728.47  :              remove othercountryy
BIC {col 7}21817.21  :              remove selfreportedd
BIC {col 7}21765.18  :              remove numberofscvariabless
BIC {col 7}21730.49  :              remove       agee
BIC {col 7}21730.71  :              remove    genderr
BIC {col 7}21774.53  :              remove educationn
BIC {col 7}21729.89  :              remove maritalstatuss
BIC {col 7}21741.91  :              remove    incomee
BIC {col 7}21852.06  :              remove       olss
BIC {col 7}21753.2   :              remove      orhrr
BIC {col 7}21767.81  :              remove   seotherr
BIC {col 7}21731.1   :              remove   tnormall
BIC {col 7}22019.49  :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr seotherr tnormall tcalculatedbypvaluee : BIC  21727.46
{hline 78}
BIC {col 7}21873.02  :              remove   pubyearr
BIC {col 7}21720.97  :              remove individualscc
BIC {col 7}21776.81  :              remove     panell
BIC {col 7}21748.85  :              remove        ivv
BIC {col 7}21719.7   :              remove  eastasiaa
BIC {col 7}21896.4   :              remove westnortheuropee
BIC {col 7}21720.12  :              remove othercountryy
BIC {col 7}21809.74  :              remove selfreportedd
BIC {col 7}21760.37  :              remove numberofscvariabless
BIC {col 7}21722.33  :              remove       agee
BIC {col 7}21722.33  :              remove    genderr
BIC {col 7}21782.58  :              remove educationn
BIC {col 7}21723.47  :              remove maritalstatuss
BIC {col 7}21739.83  :              remove    incomee
BIC {col 7}21848.17  :              remove       olss
BIC {col 7}21744.96  :              remove      orhrr
BIC {col 7}21763.03  :              remove   seotherr
BIC {col 7}21723.75  :              remove   tnormall
BIC {col 7}22012.36  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg fetstatR conss cognitivee pubyearr individualscc panell ivv westnortheuropee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr seotherr tnormall tcalculatedbypvaluee : BIC   21719.7
{hline 78}
BIC {col 7}21870.66  :              remove   pubyearr
BIC {col 7}21712.96  :              remove individualscc
BIC {col 7}21768.42  :              remove     panell
BIC {col 7}21741.07  :              remove        ivv
BIC {col 7}21893.67  :              remove westnortheuropee
BIC {col 7}21712.22  :              remove othercountryy
BIC {col 7}21801.34  :              remove selfreportedd
BIC {col 7}21752.28  :              remove numberofscvariabless
BIC {col 7}21715.33  :              remove       agee
BIC {col 7}21714.87  :              remove    genderr
BIC {col 7}21774.19  :              remove educationn
BIC {col 7}21716.54  :              remove maritalstatuss
BIC {col 7}21731.44  :              remove    incomee
BIC {col 7}21839.97  :              remove       olss
BIC {col 7}21738.94  :              remove      orhrr
BIC {col 7}21756.7   :              remove   seotherr
BIC {col 7}21715.67  :              remove   tnormall
BIC {col 7}22008.19  :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg fetstatR conss cognitivee pubyearr individualscc panell ivv westnortheuropee  selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr seotherr tnormall tcalculatedbypvaluee : BIC  21712.22
{hline 78}
BIC {col 7}21862.72  :              remove   pubyearr
BIC {col 7}21705.37  :              remove individualscc
BIC {col 7}21766.71  :              remove     panell
BIC {col 7}21733.43  :              remove        ivv
BIC {col 7}21885.72  :              remove westnortheuropee
BIC {col 7}21795.87  :              remove selfreportedd
BIC {col 7}21744.78  :              remove numberofscvariabless
BIC {col 7}21708.67  :              remove       agee
BIC {col 7}21707.88  :              remove    genderr
BIC {col 7}21766.31  :              remove educationn
BIC {col 7}21708.98  :              remove maritalstatuss
BIC {col 7}21723.06  :              remove    incomee
BIC {col 7}21844     :              remove       olss
BIC {col 7}21732.79  :              remove      orhrr
BIC {col 7}21749.3   :              remove   seotherr
BIC {col 7}21708.38  :              remove   tnormall
BIC {col 7}21999.93  :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg fetstatR conss cognitivee pubyearr panell ivv westnortheuropee  selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr seotherr tnormall tcalculatedbypvaluee : BIC  21705.37
{hline 78}
BIC {col 7}21854.54  :              remove   pubyearr
BIC {col 7}21758.32  :              remove     panell
BIC {col 7}21729.68  :              remove        ivv
BIC {col 7}21878.69  :              remove westnortheuropee
BIC {col 7}21787.82  :              remove selfreportedd
BIC {col 7}21736.42  :              remove numberofscvariabless
BIC {col 7}21701.28  :              remove       agee
BIC {col 7}21701.21  :              remove    genderr
BIC {col 7}21757.92  :              remove educationn
BIC {col 7}21701.06  :              remove maritalstatuss
BIC {col 7}21715.08  :              remove    incomee
BIC {col 7}21836.19  :              remove       olss
BIC {col 7}21728.23  :              remove      orhrr
BIC {col 7}21784.64  :              remove   seotherr
BIC {col 7}21700.02  :              remove   tnormall
BIC {col 7}21994.07  :              remove tcalculatedbypvaluee
{hline 78}
Stage 6 reg fetstatR conss cognitivee pubyearr panell ivv westnortheuropee  selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr seotherr tcalculatedbypvaluee : BIC  21700.02
{hline 78}
BIC {col 7}21846.16  :              remove   pubyearr
BIC {col 7}21749.94  :              remove     panell
BIC {col 7}21725.94  :              remove        ivv
BIC {col 7}21871.34  :              remove westnortheuropee
BIC {col 7}21780.18  :              remove selfreportedd
BIC {col 7}21728.15  :              remove numberofscvariabless
BIC {col 7}21696.16  :              remove       agee
BIC {col 7}21695.55  :              remove    genderr
BIC {col 7}21754.33  :              remove educationn
BIC {col 7}21696.29  :              remove maritalstatuss
BIC {col 7}21711.48  :              remove    incomee
BIC {col 7}21831.98  :              remove       olss
BIC {col 7}21728.4   :              remove      orhrr
BIC {col 7}21783.7   :              remove   seotherr
BIC {col 7}21986.21  :              remove tcalculatedbypvaluee
{hline 78}
Stage 7 reg fetstatR conss cognitivee pubyearr panell ivv westnortheuropee  selfreportedd numberofscvariabless agee educationn maritalstatuss incomee olss orhrr seotherr tcalculatedbypvaluee : BIC  21695.55
{hline 78}
BIC {col 7}21840.01  :              remove   pubyearr
BIC {col 7}21742.28  :              remove     panell
BIC {col 7}21721.98  :              remove        ivv
BIC {col 7}21865.79  :              remove westnortheuropee
BIC {col 7}21775.62  :              remove selfreportedd
BIC {col 7}21721.99  :              remove numberofscvariabless
BIC {col 7}21690.96  :              remove       agee
BIC {col 7}21753.04  :              remove educationn
BIC {col 7}21692.04  :              remove maritalstatuss
BIC {col 7}21709.07  :              remove    incomee
BIC {col 7}21825.54  :              remove       olss
BIC {col 7}21720.62  :              remove      orhrr
BIC {col 7}21781.36  :              remove   seotherr
BIC {col 7}21989.69  :              remove tcalculatedbypvaluee
{hline 78}
Stage 8 reg fetstatR conss cognitivee pubyearr panell ivv westnortheuropee  selfreportedd numberofscvariabless  educationn maritalstatuss incomee olss orhrr seotherr tcalculatedbypvaluee : BIC  21690.96
{hline 78}
BIC {col 7}21841.34  :              remove   pubyearr
BIC {col 7}21734.55  :              remove     panell
BIC {col 7}21723.63  :              remove        ivv
BIC {col 7}21901.28  :              remove westnortheuropee
BIC {col 7}21767.64  :              remove selfreportedd
BIC {col 7}21718.11  :              remove numberofscvariabless
BIC {col 7}21799.02  :              remove educationn
BIC {col 7}21684.43  :              remove maritalstatuss
BIC {col 7}21721.06  :              remove    incomee
BIC {col 7}21817.22  :              remove       olss
BIC {col 7}21712.44  :              remove      orhrr
BIC {col 7}21785.3   :              remove   seotherr
BIC {col 7}21982.68  :              remove tcalculatedbypvaluee
{hline 78}
Stage 9 reg fetstatR conss cognitivee pubyearr panell ivv westnortheuropee  selfreportedd numberofscvariabless  educationn incomee olss orhrr seotherr tcalculatedbypvaluee : BIC  21684.43
{hline 78}
BIC {col 7}21834.12  :              remove   pubyearr
BIC {col 7}21737.53  :              remove     panell
BIC {col 7}21715.97  :              remove        ivv
BIC {col 7}21902.24  :              remove westnortheuropee
BIC {col 7}21760.29  :              remove selfreportedd
BIC {col 7}21715.09  :              remove numberofscvariabless
BIC {col 7}21842.1   :              remove educationn
BIC {col 7}21714.24  :              remove    incomee
BIC {col 7}21809.23  :              remove       olss
BIC {col 7}21705.03  :              remove      orhrr
BIC {col 7}21778.37  :              remove   seotherr
BIC {col 7}21980.35  :              remove tcalculatedbypvaluee

Final Model
(sum of wgt is 136.3715618716663)

Linear regression                               Number of obs     = {res}     4,421
                                                {txt}F(14, 4406)       =  {res}    30.42
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.3090
                                                {txt}Root MSE          =    {res} 2.7758

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} 2.334418{col 29}{space 2} .4209187{col 40}{space 1}    5.55{col 49}{space 3}0.000{col 57}{space 4} 1.509206{col 70}{space 3} 3.159631
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0141564{col 29}{space 2} .0036184{col 40}{space 1}    3.91{col 49}{space 3}0.000{col 57}{space 4} .0070626{col 70}{space 3} .0212502
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2} -.001157{col 29}{space 2} .0002102{col 40}{space 1}   -5.50{col 49}{space 3}0.000{col 57}{space 4}-.0015692{col 70}{space 3}-.0007449
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0074754{col 29}{space 2} .0030154{col 40}{space 1}   -2.48{col 49}{space 3}0.013{col 57}{space 4}-.0133871{col 70}{space 3}-.0015637
{txt}{space 12}ivv {c |}{col 17}{res}{space 2} -.030803{col 29}{space 2} .0079582{col 40}{space 1}   -3.87{col 49}{space 3}0.000{col 57}{space 4} -.046405{col 70}{space 3}-.0152009
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0153681{col 29}{space 2} .0027446{col 40}{space 1}    5.60{col 49}{space 3}0.000{col 57}{space 4} .0099873{col 70}{space 3} .0207488
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2}  .013129{col 29}{space 2} .0031565{col 40}{space 1}    4.16{col 49}{space 3}0.000{col 57}{space 4} .0069407{col 70}{space 3} .0193174
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0009122{col 29}{space 2} .0001943{col 40}{space 1}   -4.69{col 49}{space 3}0.000{col 57}{space 4}-.0012931{col 70}{space 3}-.0005312
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0087143{col 29}{space 2} .0013588{col 40}{space 1}   -6.41{col 49}{space 3}0.000{col 57}{space 4}-.0113783{col 70}{space 3}-.0060504
{txt}{space 8}incomee {c |}{col 17}{res}{space 2} .0050414{col 29}{space 2} .0014187{col 40}{space 1}    3.55{col 49}{space 3}0.000{col 57}{space 4} .0022601{col 70}{space 3} .0078227
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0252236{col 29}{space 2} .0077834{col 40}{space 1}    3.24{col 49}{space 3}0.001{col 57}{space 4} .0099643{col 70}{space 3} .0404829
{txt}{space 10}orhrr {c |}{col 17}{res}{space 2} .0079178{col 29}{space 2} .0025146{col 40}{space 1}    3.15{col 49}{space 3}0.002{col 57}{space 4} .0029879{col 70}{space 3} .0128476
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0125319{col 29}{space 2} .0019452{col 40}{space 1}   -6.44{col 49}{space 3}0.000{col 57}{space 4}-.0163456{col 70}{space 3}-.0087183
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0285603{col 29}{space 2} .0020353{col 40}{space 1}  -14.03{col 49}{space 3}0.000{col 57}{space 4}-.0325506{col 70}{space 3}  -.02457
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .4204246{col 29}{space 2} .1210559{col 40}{space 1}    3.47{col 49}{space 3}0.001{col 57}{space 4} .1830941{col 70}{space 3}  .657755
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. // Fixed Effects - Equal weight to each study (Column 2)
. regress fetstatR conss cognitivee pubyearr panell ivv westnortheuropee ///
> selfreportedd numberofscvariabless educationn incomee olss orhrr ///
> seotherr tcalculatedbypvaluee [pweight = weight] if esample == 1, vce(cluster id)
{txt}(sum of wgt is 136.3715618716663)

Linear regression                               Number of obs     = {res}     4,421
                                                {txt}F(14, 171)        =  {res}    44.50
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.3090
                                                {txt}Root MSE          =    {res} 2.7758

{txt}{ralign 81:(Std. Err. adjusted for {res:172} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} 2.334418{col 29}{space 2} .7312598{col 40}{space 1}    3.19{col 49}{space 3}0.002{col 57}{space 4} .8909598{col 70}{space 3} 3.777877
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0141564{col 29}{space 2}  .006472{col 40}{space 1}    2.19{col 49}{space 3}0.030{col 57}{space 4} .0013811{col 70}{space 3} .0269317
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2} -.001157{col 29}{space 2} .0003654{col 40}{space 1}   -3.17{col 49}{space 3}0.002{col 57}{space 4}-.0018782{col 70}{space 3}-.0004358
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0074754{col 29}{space 2}  .004618{col 40}{space 1}   -1.62{col 49}{space 3}0.107{col 57}{space 4} -.016591{col 70}{space 3} .0016402
{txt}{space 12}ivv {c |}{col 17}{res}{space 2} -.030803{col 29}{space 2} .0091845{col 40}{space 1}   -3.35{col 49}{space 3}0.001{col 57}{space 4}-.0489326{col 70}{space 3}-.0126733
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0153681{col 29}{space 2} .0044667{col 40}{space 1}    3.44{col 49}{space 3}0.001{col 57}{space 4} .0065511{col 70}{space 3}  .024185
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2}  .013129{col 29}{space 2}  .005187{col 40}{space 1}    2.53{col 49}{space 3}0.012{col 57}{space 4} .0028902{col 70}{space 3} .0233678
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0009122{col 29}{space 2} .0003328{col 40}{space 1}   -2.74{col 49}{space 3}0.007{col 57}{space 4}-.0015691{col 70}{space 3}-.0002553
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0087143{col 29}{space 2} .0014038{col 40}{space 1}   -6.21{col 49}{space 3}0.000{col 57}{space 4}-.0114854{col 70}{space 3}-.0059433
{txt}{space 8}incomee {c |}{col 17}{res}{space 2} .0050414{col 29}{space 2} .0018895{col 40}{space 1}    2.67{col 49}{space 3}0.008{col 57}{space 4} .0013117{col 70}{space 3} .0087712
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0252236{col 29}{space 2}  .013979{col 40}{space 1}    1.80{col 49}{space 3}0.073{col 57}{space 4}  -.00237{col 70}{space 3} .0528172
{txt}{space 10}orhrr {c |}{col 17}{res}{space 2} .0079178{col 29}{space 2} .0049374{col 40}{space 1}    1.60{col 49}{space 3}0.111{col 57}{space 4}-.0018283{col 70}{space 3} .0176639
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0125319{col 29}{space 2} .0039083{col 40}{space 1}   -3.21{col 49}{space 3}0.002{col 57}{space 4}-.0202467{col 70}{space 3}-.0048172
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0285603{col 29}{space 2} .0046472{col 40}{space 1}   -6.15{col 49}{space 3}0.000{col 57}{space 4}-.0377337{col 70}{space 3}-.0193869
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .4204246{col 29}{space 2} .1954606{col 40}{space 1}    2.15{col 49}{space 3}0.033{col 57}{space 4} .0345982{col 70}{space 3} .8062509
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. //////////////////////////////////////////////
> //////////////  MENTAL HEALTH  ///////////////
> //////////////////////////////////////////////
> drop esample
{txt}
{com}. quietly regress fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy ///
> selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall ///
> tcalculatedbypvaluee [pweight = weight] if mentalhealth == 1
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect fetstatR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy ///
> selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall ///
> tcalculatedbypvaluee [pweight = weight] if esample == 1 , ///
> backward bic fix(conss cognitivee)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  14791.31
{hline 78}
BIC {col 7}14811.62  :              remove   pubyearr
BIC {col 7}14800.77  :              remove individualscc
BIC {col 7}14813.28  :              remove     panell
BIC {col 7}14784.6   :              remove        ivv
BIC {col 7}14789.8   :              remove  eastasiaa
BIC {col 7}14841.4   :              remove westnortheuropee
BIC {col 7}14806.33  :              remove highincomee
BIC {col 7}14784.6   :              remove othercountryy
BIC {col 7}14786.64  :              remove selfreportedd
BIC {col 7}14962.03  :              remove numberofscvariabless
BIC {col 7}14800.41  :              remove       agee
BIC {col 7}14786.82  :              remove    genderr
BIC {col 7}14834.73  :              remove educationn
BIC {col 7}14804.63  :              remove maritalstatuss
BIC {col 7}14817.04  :              remove    incomee
BIC {col 7}14809     :              remove       olss
BIC {col 7}14792.03  :              remove      orhrr
BIC {col 7}14793.97  :              remove       hlmm
BIC {col 7}14794.18  :              remove   seotherr
BIC {col 7}14873.21  :              remove   tnormall
BIC {col 7}15006.67  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg fetstatR conss cognitivee pubyearr individualscc panell eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC   14784.6
{hline 78}
BIC {col 7}14804.17  :              remove   pubyearr
BIC {col 7}14794.26  :              remove individualscc
BIC {col 7}14808.87  :              remove     panell
BIC {col 7}14783.45  :              remove  eastasiaa
BIC {col 7}14833.8   :              remove westnortheuropee
BIC {col 7}14799.07  :              remove highincomee
BIC {col 7}14778.03  :              remove othercountryy
BIC {col 7}14779.57  :              remove selfreportedd
BIC {col 7}14954.73  :              remove numberofscvariabless
BIC {col 7}14792.9   :              remove       agee
BIC {col 7}14779.54  :              remove    genderr
BIC {col 7}14828.18  :              remove educationn
BIC {col 7}14797.48  :              remove maritalstatuss
BIC {col 7}14809.96  :              remove    incomee
BIC {col 7}14801.92  :              remove       olss
BIC {col 7}14788.22  :              remove      orhrr
BIC {col 7}14786.16  :              remove       hlmm
BIC {col 7}14786.46  :              remove   seotherr
BIC {col 7}14865.35  :              remove   tnormall
BIC {col 7}14999.16  :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg fetstatR conss cognitivee pubyearr individualscc panell eastasiaa westnortheuropee highincomee selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  14778.03
{hline 78}
BIC {col 7}14800.9   :              remove   pubyearr
BIC {col 7}14790.18  :              remove individualscc
BIC {col 7}14800.99  :              remove     panell
BIC {col 7}14781.28  :              remove  eastasiaa
BIC {col 7}14851.04  :              remove westnortheuropee
BIC {col 7}14799.8   :              remove highincomee
BIC {col 7}14774.1   :              remove selfreportedd
BIC {col 7}14948.42  :              remove numberofscvariabless
BIC {col 7}14786.07  :              remove       agee
BIC {col 7}14773.29  :              remove    genderr
BIC {col 7}14820.74  :              remove educationn
BIC {col 7}14790.41  :              remove maritalstatuss
BIC {col 7}14802.31  :              remove    incomee
BIC {col 7}14794.8   :              remove       olss
BIC {col 7}14781.64  :              remove      orhrr
BIC {col 7}14782.97  :              remove       hlmm
BIC {col 7}14784.55  :              remove   seotherr
BIC {col 7}14857.49  :              remove   tnormall
BIC {col 7}14995.01  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg fetstatR conss cognitivee pubyearr individualscc panell eastasiaa westnortheuropee highincomee selfreportedd numberofscvariabless agee educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  14773.29
{hline 78}
BIC {col 7}14794.82  :              remove   pubyearr
BIC {col 7}14784.94  :              remove individualscc
BIC {col 7}14807.59  :              remove     panell
BIC {col 7}14774.91  :              remove  eastasiaa
BIC {col 7}14843.59  :              remove westnortheuropee
BIC {col 7}14792.85  :              remove highincomee
BIC {col 7}14769.22  :              remove selfreportedd
BIC {col 7}14941.52  :              remove numberofscvariabless
BIC {col 7}14779.3   :              remove       agee
BIC {col 7}14813.63  :              remove educationn
BIC {col 7}14787.47  :              remove maritalstatuss
BIC {col 7}14798.67  :              remove    incomee
BIC {col 7}14786.93  :              remove       olss
BIC {col 7}14778.06  :              remove      orhrr
BIC {col 7}14775.69  :              remove       hlmm
BIC {col 7}14777.01  :              remove   seotherr
BIC {col 7}14854.8   :              remove   tnormall
BIC {col 7}14987.79  :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg fetstatR conss cognitivee pubyearr individualscc panell eastasiaa westnortheuropee highincomee  numberofscvariabless agee educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  14769.22
{hline 78}
BIC {col 7}14789.05  :              remove   pubyearr
BIC {col 7}14781.42  :              remove individualscc
BIC {col 7}14801.1   :              remove     panell
BIC {col 7}14769.86  :              remove  eastasiaa
BIC {col 7}14837.03  :              remove westnortheuropee
BIC {col 7}14786.61  :              remove highincomee
BIC {col 7}14933.91  :              remove numberofscvariabless
BIC {col 7}14773.72  :              remove       agee
BIC {col 7}14809.2   :              remove educationn
BIC {col 7}14786.61  :              remove maritalstatuss
BIC {col 7}14795.65  :              remove    incomee
BIC {col 7}14779.87  :              remove       olss
BIC {col 7}14775.56  :              remove      orhrr
BIC {col 7}14769.77  :              remove       hlmm
BIC {col 7}14772.88  :              remove   seotherr
BIC {col 7}14852.82  :              remove   tnormall
BIC {col 7}14979.98  :              remove tcalculatedbypvaluee

Final Model
(sum of wgt is 103.6909971501764)

Linear regression                               Number of obs     = {res}     2,638
                                                {txt}F(19, 2618)       =  {res}    17.06
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.3462
                                                {txt}Root MSE          =    {res} 3.8741

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2}  2.95171{col 29}{space 2} 1.324292{col 40}{space 1}    2.23{col 49}{space 3}0.026{col 57}{space 4} .3549452{col 70}{space 3} 5.548476
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0284704{col 29}{space 2} .0041782{col 40}{space 1}    6.81{col 49}{space 3}0.000{col 57}{space 4} .0202775{col 70}{space 3} .0366633
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2}-.0014502{col 29}{space 2} .0006609{col 40}{space 1}   -2.19{col 49}{space 3}0.028{col 57}{space 4}-.0027462{col 70}{space 3}-.0001542
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0191848{col 29}{space 2} .0069524{col 40}{space 1}    2.76{col 49}{space 3}0.006{col 57}{space 4}  .005552{col 70}{space 3} .0328176
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0174792{col 29}{space 2} .0082278{col 40}{space 1}   -2.12{col 49}{space 3}0.034{col 57}{space 4}-.0336128{col 70}{space 3}-.0013456
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2} .0121271{col 29}{space 2} .0085437{col 40}{space 1}    1.42{col 49}{space 3}0.156{col 57}{space 4} -.004626{col 70}{space 3} .0288803
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0246744{col 29}{space 2} .0065413{col 40}{space 1}    3.77{col 49}{space 3}0.000{col 57}{space 4} .0118478{col 70}{space 3} .0375011
{txt}{space 4}highincomee {c |}{col 17}{res}{space 2}  .018127{col 29}{space 2} .0085065{col 40}{space 1}    2.13{col 49}{space 3}0.033{col 57}{space 4} .0014469{col 70}{space 3} .0348071
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0034427{col 29}{space 2} .0005441{col 40}{space 1}   -6.33{col 49}{space 3}0.000{col 57}{space 4}-.0045096{col 70}{space 3}-.0023757
{txt}{space 11}agee {c |}{col 17}{res}{space 2}-.0176327{col 29}{space 2} .0060181{col 40}{space 1}   -2.93{col 49}{space 3}0.003{col 57}{space 4}-.0294334{col 70}{space 3}-.0058319
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0164761{col 29}{space 2} .0060205{col 40}{space 1}   -2.74{col 49}{space 3}0.006{col 57}{space 4}-.0282816{col 70}{space 3}-.0046706
{txt}{space 1}maritalstatuss {c |}{col 17}{res}{space 2} -.012708{col 29}{space 2} .0053225{col 40}{space 1}   -2.39{col 49}{space 3}0.017{col 57}{space 4}-.0231448{col 70}{space 3}-.0022712
{txt}{space 8}incomee {c |}{col 17}{res}{space 2} .0162076{col 29}{space 2} .0067694{col 40}{space 1}    2.39{col 49}{space 3}0.017{col 57}{space 4} .0029337{col 70}{space 3} .0294814
{txt}{space 11}olss {c |}{col 17}{res}{space 2}  .017699{col 29}{space 2} .0059267{col 40}{space 1}    2.99{col 49}{space 3}0.003{col 57}{space 4} .0060775{col 70}{space 3} .0293204
{txt}{space 10}orhrr {c |}{col 17}{res}{space 2}-.0173312{col 29}{space 2} .0104801{col 40}{space 1}   -1.65{col 49}{space 3}0.098{col 57}{space 4}-.0378813{col 70}{space 3} .0032189
{txt}{space 11}hlmm {c |}{col 17}{res}{space 2} .0142698{col 29}{space 2} .0088705{col 40}{space 1}    1.61{col 49}{space 3}0.108{col 57}{space 4}-.0031241{col 70}{space 3} .0316637
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0126757{col 29}{space 2} .0065423{col 40}{space 1}   -1.94{col 49}{space 3}0.053{col 57}{space 4}-.0255043{col 70}{space 3} .0001528
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2} -.027628{col 29}{space 2} .0087996{col 40}{space 1}   -3.14{col 49}{space 3}0.002{col 57}{space 4}-.0448829{col 70}{space 3}-.0103731
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0497606{col 29}{space 2} .0049057{col 40}{space 1}  -10.14{col 49}{space 3}0.000{col 57}{space 4}  -.05938{col 70}{space 3}-.0401412
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .1794978{col 29}{space 2} .2010444{col 40}{space 1}    0.89{col 49}{space 3}0.372{col 57}{space 4}-.2147241{col 70}{space 3} .5737198
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. // Fixed Effects - Equal weight to each study (Column 2)
. regress fetstatR conss cognitivee pubyearr individualscc panell eastasiaa westnortheuropee ///
> highincomee numberofscvariabless agee educationn maritalstatuss incomee olss orhrr ///
> hlmm seotherr tnormall tcalculatedbypvaluee [pweight = weight]  if esample == 1, vce(cluster id)
{txt}(sum of wgt is 103.6909971501764)

Linear regression                               Number of obs     = {res}     2,638
                                                {txt}F(19, 154)        =  {res}     9.08
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.3462
                                                {txt}Root MSE          =    {res} 3.8741

{txt}{ralign 81:(Std. Err. adjusted for {res:155} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2}  2.95171{col 29}{space 2} 1.740539{col 40}{space 1}    1.70{col 49}{space 3}0.092{col 57}{space 4}-.4867034{col 70}{space 3} 6.390124
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0284704{col 29}{space 2} .0071046{col 40}{space 1}    4.01{col 49}{space 3}0.000{col 57}{space 4} .0144353{col 70}{space 3} .0425054
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2}-.0014502{col 29}{space 2} .0008691{col 40}{space 1}   -1.67{col 49}{space 3}0.097{col 57}{space 4}-.0031672{col 70}{space 3} .0002668
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0191848{col 29}{space 2} .0117413{col 40}{space 1}    1.63{col 49}{space 3}0.104{col 57}{space 4}  -.00401{col 70}{space 3} .0423796
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0174792{col 29}{space 2} .0118957{col 40}{space 1}   -1.47{col 49}{space 3}0.144{col 57}{space 4} -.040979{col 70}{space 3} .0060206
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2} .0121271{col 29}{space 2} .0158587{col 40}{space 1}    0.76{col 49}{space 3}0.446{col 57}{space 4}-.0192016{col 70}{space 3} .0434559
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0246744{col 29}{space 2} .0108605{col 40}{space 1}    2.27{col 49}{space 3}0.024{col 57}{space 4} .0032196{col 70}{space 3} .0461292
{txt}{space 4}highincomee {c |}{col 17}{res}{space 2}  .018127{col 29}{space 2} .0124356{col 40}{space 1}    1.46{col 49}{space 3}0.147{col 57}{space 4}-.0064394{col 70}{space 3} .0426933
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0034427{col 29}{space 2} .0008685{col 40}{space 1}   -3.96{col 49}{space 3}0.000{col 57}{space 4}-.0051584{col 70}{space 3} -.001727
{txt}{space 11}agee {c |}{col 17}{res}{space 2}-.0176327{col 29}{space 2} .0124622{col 40}{space 1}   -1.41{col 49}{space 3}0.159{col 57}{space 4}-.0422515{col 70}{space 3} .0069862
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0164761{col 29}{space 2}  .008803{col 40}{space 1}   -1.87{col 49}{space 3}0.063{col 57}{space 4}-.0338662{col 70}{space 3} .0009141
{txt}{space 1}maritalstatuss {c |}{col 17}{res}{space 2} -.012708{col 29}{space 2} .0099556{col 40}{space 1}   -1.28{col 49}{space 3}0.204{col 57}{space 4}-.0323751{col 70}{space 3} .0069591
{txt}{space 8}incomee {c |}{col 17}{res}{space 2} .0162076{col 29}{space 2} .0101228{col 40}{space 1}    1.60{col 49}{space 3}0.111{col 57}{space 4}-.0037898{col 70}{space 3}  .036205
{txt}{space 11}olss {c |}{col 17}{res}{space 2}  .017699{col 29}{space 2} .0109488{col 40}{space 1}    1.62{col 49}{space 3}0.108{col 57}{space 4}-.0039302{col 70}{space 3} .0393282
{txt}{space 10}orhrr {c |}{col 17}{res}{space 2}-.0173312{col 29}{space 2}  .020233{col 40}{space 1}   -0.86{col 49}{space 3}0.393{col 57}{space 4}-.0573012{col 70}{space 3} .0226388
{txt}{space 11}hlmm {c |}{col 17}{res}{space 2} .0142698{col 29}{space 2} .0156833{col 40}{space 1}    0.91{col 49}{space 3}0.364{col 57}{space 4}-.0167124{col 70}{space 3}  .045252
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0126757{col 29}{space 2} .0133044{col 40}{space 1}   -0.95{col 49}{space 3}0.342{col 57}{space 4}-.0389584{col 70}{space 3} .0136069
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2} -.027628{col 29}{space 2} .0142294{col 40}{space 1}   -1.94{col 49}{space 3}0.054{col 57}{space 4}-.0557379{col 70}{space 3} .0004819
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0497606{col 29}{space 2} .0107965{col 40}{space 1}   -4.61{col 49}{space 3}0.000{col 57}{space 4}-.0710889{col 70}{space 3}-.0284323
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .1794978{col 29}{space 2} .3227535{col 40}{space 1}    0.56{col 49}{space 3}0.579{col 57}{space 4} -.458098{col 70}{space 3} .8170936
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. //////////////////////////////////////////////
> //////////////  GENERAL HEALTH  //////////////
> //////////////////////////////////////////////
> drop esample
{txt}
{com}. quietly regress fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy ///
> selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall ///
> tcalculatedbypvaluee [pweight = weight] if generalhealth == 1
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect fetstatR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy ///
> selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall ///
> tcalculatedbypvaluee [pweight = weight] if esample == 1 , ///
> backward bic fix(conss cognitivee)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  26177.76
{hline 78}
BIC {col 7}26169.31  :              remove   pubyearr
BIC {col 7}26539.81  :              remove individualscc
BIC {col 7}26246.53  :              remove     panell
BIC {col 7}26172.32  :              remove        ivv
BIC {col 7}26178.51  :              remove  eastasiaa
BIC {col 7}26213.12  :              remove westnortheuropee
BIC {col 7}26193.57  :              remove highincomee
BIC {col 7}26255.91  :              remove othercountryy
BIC {col 7}26259.44  :              remove selfreportedd
BIC {col 7}26287.78  :              remove numberofscvariabless
BIC {col 7}26222.44  :              remove       agee
BIC {col 7}26176.99  :              remove    genderr
BIC {col 7}26242.19  :              remove educationn
BIC {col 7}26181.13  :              remove maritalstatuss
BIC {col 7}26173.07  :              remove    incomee
BIC {col 7}26172.38  :              remove       olss
BIC {col 7}26169.32  :              remove      orhrr
BIC {col 7}26176.28  :              remove       hlmm
BIC {col 7}26176.05  :              remove   seotherr
BIC {col 7}26195.67  :              remove   tnormall
BIC {col 7}26289.21  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg fetstatR conss cognitivee individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  26169.31
{hline 78}
BIC {col 7}26535.79  :              remove individualscc
BIC {col 7}26238.06  :              remove     panell
BIC {col 7}26164.51  :              remove        ivv
BIC {col 7}26171.6   :              remove  eastasiaa
BIC {col 7}26210.45  :              remove westnortheuropee
BIC {col 7}26185.32  :              remove highincomee
BIC {col 7}26257.09  :              remove othercountryy
BIC {col 7}26251.6   :              remove selfreportedd
BIC {col 7}26280.92  :              remove numberofscvariabless
BIC {col 7}26213.97  :              remove       agee
BIC {col 7}26168.6   :              remove    genderr
BIC {col 7}26234.18  :              remove educationn
BIC {col 7}26172.91  :              remove maritalstatuss
BIC {col 7}26164.59  :              remove    incomee
BIC {col 7}26164.32  :              remove       olss
BIC {col 7}26160.86  :              remove      orhrr
BIC {col 7}26167.86  :              remove       hlmm
BIC {col 7}26167.58  :              remove   seotherr
BIC {col 7}26187.45  :              remove   tnormall
BIC {col 7}26281.39  :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg fetstatR conss cognitivee individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  26160.86
{hline 78}
BIC {col 7}26529.34  :              remove individualscc
BIC {col 7}26229.63  :              remove     panell
BIC {col 7}26157.28  :              remove        ivv
BIC {col 7}26163.12  :              remove  eastasiaa
BIC {col 7}26202.18  :              remove westnortheuropee
BIC {col 7}26176.89  :              remove highincomee
BIC {col 7}26249.24  :              remove othercountryy
BIC {col 7}26247.34  :              remove selfreportedd
BIC {col 7}26275.38  :              remove numberofscvariabless
BIC {col 7}26208.45  :              remove       agee
BIC {col 7}26160.12  :              remove    genderr
BIC {col 7}26230.74  :              remove educationn
BIC {col 7}26164.48  :              remove maritalstatuss
BIC {col 7}26156.28  :              remove    incomee
BIC {col 7}26157.54  :              remove       olss
BIC {col 7}26160.1   :              remove       hlmm
BIC {col 7}26160.25  :              remove   seotherr
BIC {col 7}26183.32  :              remove   tnormall
BIC {col 7}26272.97  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg fetstatR conss cognitivee individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  26156.28
{hline 78}
BIC {col 7}26529.92  :              remove individualscc
BIC {col 7}26222.38  :              remove     panell
BIC {col 7}26151.59  :              remove        ivv
BIC {col 7}26159.62  :              remove  eastasiaa
BIC {col 7}26198.27  :              remove westnortheuropee
BIC {col 7}26170.4   :              remove highincomee
BIC {col 7}26240.85  :              remove othercountryy
BIC {col 7}26242.39  :              remove selfreportedd
BIC {col 7}26274.98  :              remove numberofscvariabless
BIC {col 7}26201.55  :              remove       agee
BIC {col 7}26153.32  :              remove    genderr
BIC {col 7}26222.28  :              remove educationn
BIC {col 7}26162.95  :              remove maritalstatuss
BIC {col 7}26153     :              remove       olss
BIC {col 7}26157.18  :              remove       hlmm
BIC {col 7}26156.79  :              remove   seotherr
BIC {col 7}26187.22  :              remove   tnormall
BIC {col 7}26312.78  :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg fetstatR conss cognitivee individualscc panell eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  26151.59
{hline 78}
BIC {col 7}26525.91  :              remove individualscc
BIC {col 7}26215.3   :              remove     panell
BIC {col 7}26162.06  :              remove  eastasiaa
BIC {col 7}26193.4   :              remove westnortheuropee
BIC {col 7}26163.61  :              remove highincomee
BIC {col 7}26237.67  :              remove othercountryy
BIC {col 7}26234.18  :              remove selfreportedd
BIC {col 7}26266.55  :              remove numberofscvariabless
BIC {col 7}26193.09  :              remove       agee
BIC {col 7}26155.54  :              remove    genderr
BIC {col 7}26222.28  :              remove educationn
BIC {col 7}26158.32  :              remove maritalstatuss
BIC {col 7}26146.53  :              remove       olss
BIC {col 7}26154.51  :              remove       hlmm
BIC {col 7}26150.35  :              remove   seotherr
BIC {col 7}26189.12  :              remove   tnormall
BIC {col 7}26341.8   :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg fetstatR conss cognitivee individualscc panell eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss  hlmm seotherr tnormall tcalculatedbypvaluee : BIC  26146.53
{hline 78}
BIC {col 7}26519.28  :              remove individualscc
BIC {col 7}26222.17  :              remove     panell
BIC {col 7}26155.74  :              remove  eastasiaa
BIC {col 7}26186.17  :              remove westnortheuropee
BIC {col 7}26161.26  :              remove highincomee
BIC {col 7}26229.29  :              remove othercountryy
BIC {col 7}26227.8   :              remove selfreportedd
BIC {col 7}26260.72  :              remove numberofscvariabless
BIC {col 7}26190.45  :              remove       agee
BIC {col 7}26149.04  :              remove    genderr
BIC {col 7}26221.54  :              remove educationn
BIC {col 7}26151.35  :              remove maritalstatuss
BIC {col 7}26151.7   :              remove       hlmm
BIC {col 7}26143.93  :              remove   seotherr
BIC {col 7}26187.83  :              remove   tnormall
BIC {col 7}26352.2   :              remove tcalculatedbypvaluee
{hline 78}
Stage 6 reg fetstatR conss cognitivee individualscc panell eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss  hlmm tnormall tcalculatedbypvaluee : BIC  26143.93
{hline 78}
BIC {col 7}26516.61  :              remove individualscc
BIC {col 7}26222.51  :              remove     panell
BIC {col 7}26154.87  :              remove  eastasiaa
BIC {col 7}26187.71  :              remove westnortheuropee
BIC {col 7}26158.07  :              remove highincomee
BIC {col 7}26223.17  :              remove othercountryy
BIC {col 7}26219.34  :              remove selfreportedd
BIC {col 7}26263.51  :              remove numberofscvariabless
BIC {col 7}26183.95  :              remove       agee
BIC {col 7}26151.75  :              remove    genderr
BIC {col 7}26224.63  :              remove educationn
BIC {col 7}26146.87  :              remove maritalstatuss
BIC {col 7}26143.22  :              remove       hlmm
BIC {col 7}26207.62  :              remove   tnormall
BIC {col 7}26358.19  :              remove tcalculatedbypvaluee
{hline 78}
Stage 7 reg fetstatR conss cognitivee individualscc panell eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss   tnormall tcalculatedbypvaluee : BIC  26143.22
{hline 78}
BIC {col 7}26508.41  :              remove individualscc
BIC {col 7}26214.34  :              remove     panell
BIC {col 7}26151.27  :              remove  eastasiaa
BIC {col 7}26190.13  :              remove westnortheuropee
BIC {col 7}26154.83  :              remove highincomee
BIC {col 7}26225.53  :              remove othercountryy
BIC {col 7}26231.3   :              remove selfreportedd
BIC {col 7}26256.27  :              remove numberofscvariabless
BIC {col 7}26180.43  :              remove       agee
BIC {col 7}26158.51  :              remove    genderr
BIC {col 7}26227.26  :              remove educationn
BIC {col 7}26146.13  :              remove maritalstatuss
BIC {col 7}26202.61  :              remove   tnormall
BIC {col 7}26354.3   :              remove tcalculatedbypvaluee

Final Model
(sum of wgt is 192.1980018570522)

Linear regression                               Number of obs     = {res}     4,810
                                                {txt}F(16, 4793)       =  {res}    22.11
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.2783
                                                {txt}Root MSE          =    {res} 3.6163

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2}-.0209059{col 29}{space 2} .0121324{col 40}{space 1}   -1.72{col 49}{space 3}0.085{col 57}{space 4} -.044691{col 70}{space 3} .0028792
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0106477{col 29}{space 2} .0028359{col 40}{space 1}    3.75{col 49}{space 3}0.000{col 57}{space 4}  .005088{col 70}{space 3} .0162075
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2}  .023707{col 29}{space 2} .0031532{col 40}{space 1}    7.52{col 49}{space 3}0.000{col 57}{space 4} .0175252{col 70}{space 3} .0298887
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0098373{col 29}{space 2}  .002687{col 40}{space 1}   -3.66{col 49}{space 3}0.000{col 57}{space 4} -.015105{col 70}{space 3}-.0045696
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2}-.0093687{col 29}{space 2} .0047257{col 40}{space 1}   -1.98{col 49}{space 3}0.047{col 57}{space 4}-.0186333{col 70}{space 3}-.0001041
{txt}westnortheur~ee {c |}{col 17}{res}{space 2}-.0147234{col 29}{space 2} .0046163{col 40}{space 1}   -3.19{col 49}{space 3}0.001{col 57}{space 4}-.0237735{col 70}{space 3}-.0056733
{txt}{space 4}highincomee {c |}{col 17}{res}{space 2} .0146318{col 29}{space 2} .0159804{col 40}{space 1}    0.92{col 49}{space 3}0.360{col 57}{space 4} -.016697{col 70}{space 3} .0459606
{txt}{space 2}othercountryy {c |}{col 17}{res}{space 2}-.0195627{col 29}{space 2} .0043398{col 40}{space 1}   -4.51{col 49}{space 3}0.000{col 57}{space 4}-.0280706{col 70}{space 3}-.0110548
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0296537{col 29}{space 2} .0078298{col 40}{space 1}    3.79{col 49}{space 3}0.000{col 57}{space 4} .0143038{col 70}{space 3} .0450037
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0016793{col 29}{space 2} .0004837{col 40}{space 1}   -3.47{col 49}{space 3}0.001{col 57}{space 4}-.0026277{col 70}{space 3} -.000731
{txt}{space 11}agee {c |}{col 17}{res}{space 2} .0189296{col 29}{space 2}  .004242{col 40}{space 1}    4.46{col 49}{space 3}0.000{col 57}{space 4} .0106133{col 70}{space 3} .0272459
{txt}{space 8}genderr {c |}{col 17}{res}{space 2} .0100607{col 29}{space 2} .0044688{col 40}{space 1}    2.25{col 49}{space 3}0.024{col 57}{space 4} .0012998{col 70}{space 3} .0188215
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0131326{col 29}{space 2} .0039727{col 40}{space 1}   -3.31{col 49}{space 3}0.001{col 57}{space 4} -.020921{col 70}{space 3}-.0053442
{txt}{space 1}maritalstatuss {c |}{col 17}{res}{space 2}-.0039011{col 29}{space 2} .0027012{col 40}{space 1}   -1.44{col 49}{space 3}0.149{col 57}{space 4}-.0091966{col 70}{space 3} .0013944
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}-.0117889{col 29}{space 2} .0037559{col 40}{space 1}   -3.14{col 49}{space 3}0.002{col 57}{space 4}-.0191521{col 70}{space 3}-.0044257
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0260997{col 29}{space 2} .0032265{col 40}{space 1}   -8.09{col 49}{space 3}0.000{col 57}{space 4}-.0324252{col 70}{space 3}-.0197743
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .5156965{col 29}{space 2} .1360046{col 40}{space 1}    3.79{col 49}{space 3}0.000{col 57}{space 4}  .249065{col 70}{space 3}  .782328
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. // Fixed Effects - Equal weight to each study (Column 2)
. regress fetstatR conss cognitivee individualscc panell eastasiaa westnortheuropee ///
> highincomee othercountryy selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss tnormall tcalculatedbypvaluee [pweight = weight] if esample == 1, vce(cluster id)
{txt}(sum of wgt is 192.1980018570522)

Linear regression                               Number of obs     = {res}     4,810
                                                {txt}F(16, 240)        =  {res}    14.57
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.2783
                                                {txt}Root MSE          =    {res} 3.6163

{txt}{ralign 81:(Std. Err. adjusted for {res:241} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2}-.0209059{col 29}{space 2} .0140651{col 40}{space 1}   -1.49{col 49}{space 3}0.138{col 57}{space 4}-.0486127{col 70}{space 3} .0068009
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0106477{col 29}{space 2} .0031161{col 40}{space 1}    3.42{col 49}{space 3}0.001{col 57}{space 4} .0045094{col 70}{space 3} .0167861
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2}  .023707{col 29}{space 2} .0050804{col 40}{space 1}    4.67{col 49}{space 3}0.000{col 57}{space 4} .0136991{col 70}{space 3} .0337149
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0098373{col 29}{space 2} .0037717{col 40}{space 1}   -2.61{col 49}{space 3}0.010{col 57}{space 4}-.0172671{col 70}{space 3}-.0024075
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2}-.0093687{col 29}{space 2} .0081304{col 40}{space 1}   -1.15{col 49}{space 3}0.250{col 57}{space 4}-.0253847{col 70}{space 3} .0066473
{txt}westnortheur~ee {c |}{col 17}{res}{space 2}-.0147234{col 29}{space 2} .0080004{col 40}{space 1}   -1.84{col 49}{space 3}0.067{col 57}{space 4}-.0304835{col 70}{space 3} .0010366
{txt}{space 4}highincomee {c |}{col 17}{res}{space 2} .0146318{col 29}{space 2} .0201417{col 40}{space 1}    0.73{col 49}{space 3}0.468{col 57}{space 4}-.0250453{col 70}{space 3} .0543088
{txt}{space 2}othercountryy {c |}{col 17}{res}{space 2}-.0195627{col 29}{space 2}   .00765{col 40}{space 1}   -2.56{col 49}{space 3}0.011{col 57}{space 4}-.0346325{col 70}{space 3}-.0044929
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0296537{col 29}{space 2} .0037167{col 40}{space 1}    7.98{col 49}{space 3}0.000{col 57}{space 4} .0223323{col 70}{space 3} .0369752
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0016793{col 29}{space 2} .0006166{col 40}{space 1}   -2.72{col 49}{space 3}0.007{col 57}{space 4} -.002894{col 70}{space 3}-.0004646
{txt}{space 11}agee {c |}{col 17}{res}{space 2} .0189296{col 29}{space 2} .0068628{col 40}{space 1}    2.76{col 49}{space 3}0.006{col 57}{space 4} .0054106{col 70}{space 3} .0324486
{txt}{space 8}genderr {c |}{col 17}{res}{space 2} .0100607{col 29}{space 2} .0053644{col 40}{space 1}    1.88{col 49}{space 3}0.062{col 57}{space 4}-.0005067{col 70}{space 3} .0206281
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0131326{col 29}{space 2} .0044084{col 40}{space 1}   -2.98{col 49}{space 3}0.003{col 57}{space 4}-.0218167{col 70}{space 3}-.0044486
{txt}{space 1}maritalstatuss {c |}{col 17}{res}{space 2}-.0039011{col 29}{space 2} .0034582{col 40}{space 1}   -1.13{col 49}{space 3}0.260{col 57}{space 4}-.0107134{col 70}{space 3} .0029112
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}-.0117889{col 29}{space 2} .0054031{col 40}{space 1}   -2.18{col 49}{space 3}0.030{col 57}{space 4}-.0224324{col 70}{space 3}-.0011453
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0260997{col 29}{space 2} .0047195{col 40}{space 1}   -5.53{col 49}{space 3}0.000{col 57}{space 4}-.0353967{col 70}{space 3}-.0168028
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .5156965{col 29}{space 2} .2049841{col 40}{space 1}    2.52{col 49}{space 3}0.013{col 57}{space 4} .1118987{col 70}{space 3} .9194942
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. /////////////////////////////////////////////////////////////////
> //////////////  FULL SAMPLE w/ INTERACTION TERMS  ///////////////
> /////////////////////////////////////////////////////////////////
> drop esample
{txt}
{com}. quietly regress fetstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy ///
> physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall ///
> tcalculatedbypvaluee [pweight = weight] 
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect fetstatR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy ///
> physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee ///
> [pweight = weight] if esample == 1 , backward bic fix(conss cognitivee ///
> cogphysicall cogmentall)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg fetstatR conss cognitivee cogphysicall cogmentall pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  63750.66
{hline 78}
BIC {col 7}63844.9   :              remove   pubyearr
BIC {col 7}64296.23  :              remove individualscc
BIC {col 7}63853.79  :              remove     panell
BIC {col 7}63758.4   :              remove        ivv
BIC {col 7}63754.59  :              remove  eastasiaa
BIC {col 7}63807.8   :              remove westnortheuropee
BIC {col 7}63745.06  :              remove highincomee
BIC {col 7}63743.93  :              remove othercountryy
BIC {col 7}63741.36  :              remove physicalhealthh
BIC {col 7}63815.17  :              remove mentalhealthh
BIC {col 7}63871.66  :              remove selfreportedd
BIC {col 7}64011.63  :              remove numberofscvariabless
BIC {col 7}63745.3   :              remove       agee
BIC {col 7}63747.74  :              remove    genderr
BIC {col 7}63787.09  :              remove educationn
BIC {col 7}63768.73  :              remove maritalstatuss
BIC {col 7}63743.17  :              remove    incomee
BIC {col 7}63788.36  :              remove       olss
BIC {col 7}63741.3   :              remove      orhrr
BIC {col 7}63786.87  :              remove       hlmm
BIC {col 7}63757.03  :              remove   seotherr
BIC {col 7}63883.77  :              remove   tnormall
BIC {col 7}64339.47  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg fetstatR conss cognitivee cogphysicall cogmentall pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC   63741.3
{hline 78}
BIC {col 7}63839.87  :              remove   pubyearr
BIC {col 7}64289.55  :              remove individualscc
BIC {col 7}63844.74  :              remove     panell
BIC {col 7}63752.18  :              remove        ivv
BIC {col 7}63745.3   :              remove  eastasiaa
BIC {col 7}63799.29  :              remove westnortheuropee
BIC {col 7}63735.73  :              remove highincomee
BIC {col 7}63734.58  :              remove othercountryy
BIC {col 7}63731.99  :              remove physicalhealthh
BIC {col 7}63805.82  :              remove mentalhealthh
BIC {col 7}63862.29  :              remove selfreportedd
BIC {col 7}64004.04  :              remove numberofscvariabless
BIC {col 7}63736.13  :              remove       agee
BIC {col 7}63738.39  :              remove    genderr
BIC {col 7}63779.75  :              remove educationn
BIC {col 7}63760.07  :              remove maritalstatuss
BIC {col 7}63733.84  :              remove    incomee
BIC {col 7}63808.98  :              remove       olss
BIC {col 7}63786.17  :              remove       hlmm
BIC {col 7}63749.55  :              remove   seotherr
BIC {col 7}63913.63  :              remove   tnormall
BIC {col 7}64337.51  :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg fetstatR conss cognitivee cogphysicall cogmentall pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  63731.99
{hline 78}
BIC {col 7}63831.16  :              remove   pubyearr
BIC {col 7}64303.38  :              remove individualscc
BIC {col 7}63836.14  :              remove     panell
BIC {col 7}63742.84  :              remove        ivv
BIC {col 7}63735.99  :              remove  eastasiaa
BIC {col 7}63791.78  :              remove westnortheuropee
BIC {col 7}63726.41  :              remove highincomee
BIC {col 7}63725.53  :              remove othercountryy
BIC {col 7}63805.58  :              remove mentalhealthh
BIC {col 7}63993.19  :              remove selfreportedd
BIC {col 7}63998.59  :              remove numberofscvariabless
BIC {col 7}63726.84  :              remove       agee
BIC {col 7}63729.07  :              remove    genderr
BIC {col 7}63770.38  :              remove educationn
BIC {col 7}63751.05  :              remove maritalstatuss
BIC {col 7}63724.49  :              remove    incomee
BIC {col 7}63799.85  :              remove       olss
BIC {col 7}63777.08  :              remove       hlmm
BIC {col 7}63740.51  :              remove   seotherr
BIC {col 7}63912.13  :              remove   tnormall
BIC {col 7}64329.72  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg fetstatR conss cognitivee cogphysicall cogmentall pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  63724.49
{hline 78}
BIC {col 7}63821.87  :              remove   pubyearr
BIC {col 7}64294.74  :              remove individualscc
BIC {col 7}63828.58  :              remove     panell
BIC {col 7}63734.01  :              remove        ivv
BIC {col 7}63728.81  :              remove  eastasiaa
BIC {col 7}63782.85  :              remove westnortheuropee
BIC {col 7}63720.53  :              remove highincomee
BIC {col 7}63718.96  :              remove othercountryy
BIC {col 7}63796.74  :              remove mentalhealthh
BIC {col 7}63989.8   :              remove selfreportedd
BIC {col 7}63990.39  :              remove numberofscvariabless
BIC {col 7}63719.66  :              remove       agee
BIC {col 7}63722.4   :              remove    genderr
BIC {col 7}63762.26  :              remove educationn
BIC {col 7}63743.43  :              remove maritalstatuss
BIC {col 7}63792.31  :              remove       olss
BIC {col 7}63767.84  :              remove       hlmm
BIC {col 7}63731.97  :              remove   seotherr
BIC {col 7}63902.98  :              remove   tnormall
BIC {col 7}64345.85  :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg fetstatR conss cognitivee cogphysicall cogmentall pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee  mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  63718.96
{hline 78}
BIC {col 7}63834.3   :              remove   pubyearr
BIC {col 7}64308.88  :              remove individualscc
BIC {col 7}63830.05  :              remove     panell
BIC {col 7}63728.43  :              remove        ivv
BIC {col 7}63739.6   :              remove  eastasiaa
BIC {col 7}63874.55  :              remove westnortheuropee
BIC {col 7}63722.67  :              remove highincomee
BIC {col 7}63788     :              remove mentalhealthh
BIC {col 7}63981.61  :              remove selfreportedd
BIC {col 7}63987.38  :              remove numberofscvariabless
BIC {col 7}63713.26  :              remove       agee
BIC {col 7}63715.93  :              remove    genderr
BIC {col 7}63758.08  :              remove educationn
BIC {col 7}63740.66  :              remove maritalstatuss
BIC {col 7}63786.21  :              remove       olss
BIC {col 7}63760.82  :              remove       hlmm
BIC {col 7}63727.57  :              remove   seotherr
BIC {col 7}63901.93  :              remove   tnormall
BIC {col 7}64353.88  :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg fetstatR conss cognitivee cogphysicall cogmentall pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee  mentalhealthh selfreportedd numberofscvariabless genderr educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  63713.26
{hline 78}
BIC {col 7}63830.2   :              remove   pubyearr
BIC {col 7}64300.91  :              remove individualscc
BIC {col 7}63821.44  :              remove     panell
BIC {col 7}63722.32  :              remove        ivv
BIC {col 7}63734.57  :              remove  eastasiaa
BIC {col 7}63876.98  :              remove westnortheuropee
BIC {col 7}63716.23  :              remove highincomee
BIC {col 7}63782.91  :              remove mentalhealthh
BIC {col 7}63974.13  :              remove selfreportedd
BIC {col 7}63979.21  :              remove numberofscvariabless
BIC {col 7}63710.2   :              remove    genderr
BIC {col 7}63767.59  :              remove educationn
BIC {col 7}63748.84  :              remove maritalstatuss
BIC {col 7}63781.01  :              remove       olss
BIC {col 7}63758.03  :              remove       hlmm
BIC {col 7}63722.76  :              remove   seotherr
BIC {col 7}63896.34  :              remove   tnormall
BIC {col 7}64345.61  :              remove tcalculatedbypvaluee
{hline 78}
Stage 6 reg fetstatR conss cognitivee cogphysicall cogmentall pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee  mentalhealthh selfreportedd numberofscvariabless  educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC   63710.2
{hline 78}
BIC {col 7}63823.61  :              remove   pubyearr
BIC {col 7}64298.26  :              remove individualscc
BIC {col 7}63836.56  :              remove     panell
BIC {col 7}63715.15  :              remove        ivv
BIC {col 7}63730.81  :              remove  eastasiaa
BIC {col 7}63868.17  :              remove westnortheuropee
BIC {col 7}63709.94  :              remove highincomee
BIC {col 7}63793.08  :              remove mentalhealthh
BIC {col 7}63968.74  :              remove selfreportedd
BIC {col 7}63983.42  :              remove numberofscvariabless
BIC {col 7}63761.38  :              remove educationn
BIC {col 7}63742.28  :              remove maritalstatuss
BIC {col 7}63773.4   :              remove       olss
BIC {col 7}63759.73  :              remove       hlmm
BIC {col 7}63720.46  :              remove   seotherr
BIC {col 7}63901.49  :              remove   tnormall
BIC {col 7}64338.6   :              remove tcalculatedbypvaluee
{hline 78}
Stage 7 reg fetstatR conss cognitivee cogphysicall cogmentall pubyearr individualscc panell ivv eastasiaa westnortheuropee  mentalhealthh selfreportedd numberofscvariabless  educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  63709.94
{hline 78}
BIC {col 7}63816.25  :              remove   pubyearr
BIC {col 7}64294.34  :              remove individualscc
BIC {col 7}63924.57  :              remove     panell
BIC {col 7}63714.37  :              remove        ivv
BIC {col 7}63723.19  :              remove  eastasiaa
BIC {col 7}63878.67  :              remove westnortheuropee
BIC {col 7}63791.95  :              remove mentalhealthh
BIC {col 7}63961.39  :              remove selfreportedd
BIC {col 7}63975.69  :              remove numberofscvariabless
BIC {col 7}63765.34  :              remove educationn
BIC {col 7}63736.15  :              remove maritalstatuss
BIC {col 7}63778.15  :              remove       olss
BIC {col 7}63758.05  :              remove       hlmm
BIC {col 7}63715.72  :              remove   seotherr
BIC {col 7}63920.78  :              remove   tnormall
BIC {col 7}64356.06  :              remove tcalculatedbypvaluee

Final Model
(sum of wgt is 428.7173136174222)

Linear regression                               Number of obs     = {res}    11,776
                                                {txt}F(20, 11755)      =  {res}    25.99
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.2534
                                                {txt}Root MSE          =    {res} 3.5919

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} 1.619878{col 29}{space 2} .3355752{col 40}{space 1}    4.83{col 49}{space 3}0.000{col 57}{space 4} .9620953{col 70}{space 3} 2.277661
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0082686{col 29}{space 2} .0031303{col 40}{space 1}    2.64{col 49}{space 3}0.008{col 57}{space 4} .0021327{col 70}{space 3} .0144046
{txt}{space 3}cogphysicall {c |}{col 17}{res}{space 2}  .003717{col 29}{space 2} .0054042{col 40}{space 1}    0.69{col 49}{space 3}0.492{col 57}{space 4}-.0068761{col 70}{space 3} .0143101
{txt}{space 5}cogmentall {c |}{col 17}{res}{space 2} .0235565{col 29}{space 2} .0063811{col 40}{space 1}    3.69{col 49}{space 3}0.000{col 57}{space 4} .0110486{col 70}{space 3} .0360644
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2}-.0008071{col 29}{space 2} .0001673{col 40}{space 1}   -4.82{col 49}{space 3}0.000{col 57}{space 4}-.0011351{col 70}{space 3}-.0004791
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0213732{col 29}{space 2} .0023296{col 40}{space 1}    9.17{col 49}{space 3}0.000{col 57}{space 4} .0168068{col 70}{space 3} .0259397
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0090368{col 29}{space 2} .0014474{col 40}{space 1}   -6.24{col 49}{space 3}0.000{col 57}{space 4}-.0118738{col 70}{space 3}-.0061997
{txt}{space 12}ivv {c |}{col 17}{res}{space 2} .0045492{col 29}{space 2} .0033786{col 40}{space 1}    1.35{col 49}{space 3}0.178{col 57}{space 4}-.0020735{col 70}{space 3} .0111718
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2} .0058947{col 29}{space 2} .0023938{col 40}{space 1}    2.46{col 49}{space 3}0.014{col 57}{space 4} .0012024{col 70}{space 3}  .010587
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0083282{col 29}{space 2} .0014989{col 40}{space 1}    5.56{col 49}{space 3}0.000{col 57}{space 4} .0053902{col 70}{space 3} .0112662
{txt}{space 2}mentalhealthh {c |}{col 17}{res}{space 2}-.0112832{col 29}{space 2} .0024832{col 40}{space 1}   -4.54{col 49}{space 3}0.000{col 57}{space 4}-.0161507{col 70}{space 3}-.0064157
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0151072{col 29}{space 2} .0023402{col 40}{space 1}    6.46{col 49}{space 3}0.000{col 57}{space 4} .0105201{col 70}{space 3} .0196943
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0016568{col 29}{space 2}  .000196{col 40}{space 1}   -8.45{col 49}{space 3}0.000{col 57}{space 4}-.0020411{col 70}{space 3}-.0012725
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0050125{col 29}{space 2} .0014337{col 40}{space 1}   -3.50{col 49}{space 3}0.000{col 57}{space 4}-.0078228{col 70}{space 3}-.0022022
{txt}{space 1}maritalstatuss {c |}{col 17}{res}{space 2}-.0040079{col 29}{space 2} .0017679{col 40}{space 1}   -2.27{col 49}{space 3}0.023{col 57}{space 4}-.0074732{col 70}{space 3}-.0005426
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0096456{col 29}{space 2} .0029164{col 40}{space 1}    3.31{col 49}{space 3}0.001{col 57}{space 4} .0039289{col 70}{space 3} .0153623
{txt}{space 11}hlmm {c |}{col 17}{res}{space 2} .0078226{col 29}{space 2} .0027643{col 40}{space 1}    2.83{col 49}{space 3}0.005{col 57}{space 4} .0024042{col 70}{space 3}  .013241
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0039881{col 29}{space 2} .0025776{col 40}{space 1}   -1.55{col 49}{space 3}0.122{col 57}{space 4}-.0090406{col 70}{space 3} .0010645
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2} -.011919{col 29}{space 2} .0021015{col 40}{space 1}   -5.67{col 49}{space 3}0.000{col 57}{space 4}-.0160383{col 70}{space 3}-.0077996
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0284242{col 29}{space 2} .0020378{col 40}{space 1}  -13.95{col 49}{space 3}0.000{col 57}{space 4}-.0324187{col 70}{space 3}-.0244297
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .5721228{col 29}{space 2} .0948289{col 40}{space 1}    6.03{col 49}{space 3}0.000{col 57}{space 4} .3862423{col 70}{space 3} .7580033
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. regress fetstatR conss cognitivee cogphysicall cogmentall pubyearr individualscc panell ivv eastasiaa westnortheuropee ///
> mentalhealthh selfreportedd numberofscvariabless ///
> educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee [pweight = weight] if esample == 1, vce(cluster id)
{txt}(sum of wgt is 428.7173136174222)

Linear regression                               Number of obs     = {res}    11,776
                                                {txt}F(20, 438)        =  {res}    11.30
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.2534
                                                {txt}Root MSE          =    {res} 3.5919

{txt}{ralign 81:(Std. Err. adjusted for {res:439} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       fetstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} 1.619878{col 29}{space 2} .5945075{col 40}{space 1}    2.72{col 49}{space 3}0.007{col 57}{space 4} .4514364{col 70}{space 3}  2.78832
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0082686{col 29}{space 2} .0035952{col 40}{space 1}    2.30{col 49}{space 3}0.022{col 57}{space 4} .0012027{col 70}{space 3} .0153346
{txt}{space 3}cogphysicall {c |}{col 17}{res}{space 2}  .003717{col 29}{space 2} .0081723{col 40}{space 1}    0.45{col 49}{space 3}0.649{col 57}{space 4}-.0123447{col 70}{space 3} .0197788
{txt}{space 5}cogmentall {c |}{col 17}{res}{space 2} .0235565{col 29}{space 2} .0104007{col 40}{space 1}    2.26{col 49}{space 3}0.024{col 57}{space 4}  .003115{col 70}{space 3} .0439981
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2}-.0008071{col 29}{space 2}  .000296{col 40}{space 1}   -2.73{col 49}{space 3}0.007{col 57}{space 4}-.0013888{col 70}{space 3}-.0002254
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0213732{col 29}{space 2} .0037849{col 40}{space 1}    5.65{col 49}{space 3}0.000{col 57}{space 4} .0139345{col 70}{space 3}  .028812
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0090368{col 29}{space 2} .0025213{col 40}{space 1}   -3.58{col 49}{space 3}0.000{col 57}{space 4}-.0139921{col 70}{space 3}-.0040814
{txt}{space 12}ivv {c |}{col 17}{res}{space 2} .0045492{col 29}{space 2} .0055497{col 40}{space 1}    0.82{col 49}{space 3}0.413{col 57}{space 4}-.0063582{col 70}{space 3} .0154565
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2} .0058947{col 29}{space 2} .0041974{col 40}{space 1}    1.40{col 49}{space 3}0.161{col 57}{space 4}-.0023549{col 70}{space 3} .0141444
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0083282{col 29}{space 2} .0024456{col 40}{space 1}    3.41{col 49}{space 3}0.001{col 57}{space 4} .0035216{col 70}{space 3} .0131348
{txt}{space 2}mentalhealthh {c |}{col 17}{res}{space 2}-.0112832{col 29}{space 2} .0047032{col 40}{space 1}   -2.40{col 49}{space 3}0.017{col 57}{space 4}-.0205267{col 70}{space 3}-.0020396
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0151072{col 29}{space 2} .0038361{col 40}{space 1}    3.94{col 49}{space 3}0.000{col 57}{space 4} .0075679{col 70}{space 3} .0226466
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0016568{col 29}{space 2} .0004425{col 40}{space 1}   -3.74{col 49}{space 3}0.000{col 57}{space 4}-.0025265{col 70}{space 3}-.0007872
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0050125{col 29}{space 2} .0019457{col 40}{space 1}   -2.58{col 49}{space 3}0.010{col 57}{space 4}-.0088366{col 70}{space 3}-.0011885
{txt}{space 1}maritalstatuss {c |}{col 17}{res}{space 2}-.0040079{col 29}{space 2} .0025672{col 40}{space 1}   -1.56{col 49}{space 3}0.119{col 57}{space 4}-.0090535{col 70}{space 3} .0010377
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0096456{col 29}{space 2} .0070997{col 40}{space 1}    1.36{col 49}{space 3}0.175{col 57}{space 4}-.0043082{col 70}{space 3} .0235994
{txt}{space 11}hlmm {c |}{col 17}{res}{space 2} .0078226{col 29}{space 2} .0044513{col 40}{space 1}    1.76{col 49}{space 3}0.080{col 57}{space 4} -.000926{col 70}{space 3} .0165713
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0039881{col 29}{space 2} .0046168{col 40}{space 1}   -0.86{col 49}{space 3}0.388{col 57}{space 4}-.0130618{col 70}{space 3} .0050857
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2} -.011919{col 29}{space 2} .0032517{col 40}{space 1}   -3.67{col 49}{space 3}0.000{col 57}{space 4}-.0183098{col 70}{space 3}-.0055281
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0284242{col 29}{space 2}  .004005{col 40}{space 1}   -7.10{col 49}{space 3}0.000{col 57}{space 4}-.0362956{col 70}{space 3}-.0205528
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .5721228{col 29}{space 2} .1517887{col 40}{space 1}    3.77{col 49}{space 3}0.000{col 57}{space 4} .2737981{col 70}{space 3} .8704475
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. 
. ***********************************************
. ************ RANDOM EFFECTS *******************
. ***********************************************
. replace conss = 1/reseR
{txt}(12,778 real changes made)

{com}. replace cognitivee = cognitive/reseR
{txt}(3,603 real changes made)

{com}. replace bondingg= bonding/reseR
{txt}(2,213 real changes made)

{com}. replace bridgingg = bridging/reseR
{txt}(1,220 real changes made)

{com}. replace pubyearr = pubyear/reseR
{txt}(12,778 real changes made)

{com}. replace individualscc = individualsc/reseR
{txt}(11,058 real changes made)

{com}. replace panell = panel/reseR
{txt}(5,673 real changes made)

{com}. replace ivv = iv/reseR
{txt}(248 real changes made)

{com}. replace eastasiaa = eastasia/reseR
{txt}(2,602 real changes made)

{com}. replace westnortheuropee = westnortheurope/reseR
{txt}(4,330 real changes made)

{com}. replace highincomee = highincome/reseR
{txt}(1,203 real changes made)

{com}. replace othercountryy = othercountry/reseR
{txt}(1,978 real changes made)

{com}. replace physicalhealthh = physicalhealth/reseR
{txt}(4,770 real changes made)

{com}. replace mentalhealthh = mentalhealth/reseR
{txt}(2,934 real changes made)

{com}. replace selfreportedd = selfreported/reseR
{txt}(8,670 real changes made)

{com}. replace numberofscvariabless = numberofscvariables/reseR
{txt}(12,778 real changes made)

{com}. replace agee = age/reseR
{txt}(10,890 real changes made)

{com}. replace genderr = gender/reseR
{txt}(10,794 real changes made)

{com}. replace educationn = education/reseR
{txt}(7,658 real changes made)

{com}. replace maritalstatuss = maritalstatus/reseR
{txt}(4,977 real changes made)

{com}. replace incomee = income/reseR
{txt}(5,144 real changes made)

{com}. replace olss = ols/reseR
{txt}(1,780 real changes made)

{com}. replace orhrr = orhr/reseR
{txt}(7,056 real changes made)

{com}. replace hlmm = hlm/reseR
{txt}(2,286 real changes made)

{com}. replace seotherr = seother/reseR
{txt}(3,261 real changes made)

{com}. replace tnormall = tnormal/reseR
{txt}(2,751 real changes made)

{com}. replace tcalculatedbypvaluee = tcalculatedbypvalue/reseR
{txt}(2,280 real changes made)

{com}. replace cogphysicall = cognitive*physicalhealth/reseR
{txt}(966 real changes made)

{com}. replace cogmentall = cognitive*mentalhealth/reseR
{txt}(929 real changes made)

{com}. replace bondphysicall = bonding*physicalhealth/reseR
{txt}(758 real changes made)

{com}. replace bondmentall = bonding*mentalhealth/reseR
{txt}(671 real changes made)

{com}. 
. *---------------------------------------------------------*
. *   TABLE: RandomEffects(Weight1) // Stepwise Regression  *
. *---------------------------------------------------------*
. 
. // NOTE: For Random Effects models, SE/reseR is not equal to 1. This causes a problem because the
. // stepwise regression command does not have a "noconstant" option. Our solution is to run the stepwise
. // regression with the constant term, then drop it in the final equation.          
.                   
. ////////////////////////////////////////////
> //////////////  FULL SAMPLE  ///////////////
> ////////////////////////////////////////////
> drop esample
{txt}
{com}. quietly regress retstatR conss repubbiasR cognitivee pubyearr individualscc panell ivv ///
> eastasiaa westnortheuropee highincomee othercountryy physicalhealthh ///
> mentalhealthh selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall ///
> tcalculatedbypvaluee
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect retstatR repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee ///
> highincomee othercountryy physicalhealthh mentalhealthh selfreportedd ///
> numberofscvariabless agee genderr educationn maritalstatuss incomee olss ///
> orhrr hlmm seotherr tnormall tcalculatedbypvaluee if esample == 1, ///
> backward bic fix(conss cognitivee)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  37850.57
{hline 78}
BIC {col 7}37846.97  :              remove repubbiasR
BIC {col 7}37841.53  :              remove   pubyearr
BIC {col 7}37903.57  :              remove individualscc
BIC {col 7}37953.78  :              remove     panell
BIC {col 7}37843.78  :              remove        ivv
BIC {col 7}37848.37  :              remove  eastasiaa
BIC {col 7}37924.81  :              remove westnortheuropee
BIC {col 7}37842.24  :              remove highincomee
BIC {col 7}37864.14  :              remove othercountryy
BIC {col 7}37875.92  :              remove physicalhealthh
BIC {col 7}37865.39  :              remove mentalhealthh
BIC {col 7}37843.94  :              remove selfreportedd
BIC {col 7}37890.52  :              remove numberofscvariabless
BIC {col 7}37844.46  :              remove       agee
BIC {col 7}37849.28  :              remove    genderr
BIC {col 7}37865.33  :              remove educationn
BIC {col 7}37842.11  :              remove maritalstatuss
BIC {col 7}37841.2   :              remove    incomee
BIC {col 7}37844.34  :              remove       olss
BIC {col 7}37841.25  :              remove      orhrr
BIC {col 7}37841.86  :              remove       hlmm
BIC {col 7}37863.26  :              remove   seotherr
BIC {col 7}37845.77  :              remove   tnormall
BIC {col 7}38107.45  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC   37841.2
{hline 78}
BIC {col 7}37837.59  :              remove repubbiasR
BIC {col 7}37832.16  :              remove   pubyearr
BIC {col 7}37895.42  :              remove individualscc
BIC {col 7}37944.51  :              remove     panell
BIC {col 7}37834.45  :              remove        ivv
BIC {col 7}37839.06  :              remove  eastasiaa
BIC {col 7}37915.49  :              remove westnortheuropee
BIC {col 7}37832.87  :              remove highincomee
BIC {col 7}37854.76  :              remove othercountryy
BIC {col 7}37866.77  :              remove physicalhealthh
BIC {col 7}37856.17  :              remove mentalhealthh
BIC {col 7}37834.64  :              remove selfreportedd
BIC {col 7}37881.16  :              remove numberofscvariabless
BIC {col 7}37835.08  :              remove       agee
BIC {col 7}37839.94  :              remove    genderr
BIC {col 7}37858.24  :              remove educationn
BIC {col 7}37832.84  :              remove maritalstatuss
BIC {col 7}37834.99  :              remove       olss
BIC {col 7}37831.88  :              remove      orhrr
BIC {col 7}37832.5   :              remove       hlmm
BIC {col 7}37853.89  :              remove   seotherr
BIC {col 7}37836.41  :              remove   tnormall
BIC {col 7}38100.67  :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  37831.88
{hline 78}
BIC {col 7}37828.3   :              remove repubbiasR
BIC {col 7}37822.82  :              remove   pubyearr
BIC {col 7}37886.1   :              remove individualscc
BIC {col 7}37935.97  :              remove     panell
BIC {col 7}37825.13  :              remove        ivv
BIC {col 7}37829.7   :              remove  eastasiaa
BIC {col 7}37906.24  :              remove westnortheuropee
BIC {col 7}37823.6   :              remove highincomee
BIC {col 7}37845.4   :              remove othercountryy
BIC {col 7}37857.74  :              remove physicalhealthh
BIC {col 7}37846.97  :              remove mentalhealthh
BIC {col 7}37825.33  :              remove selfreportedd
BIC {col 7}37871.78  :              remove numberofscvariabless
BIC {col 7}37826.12  :              remove       agee
BIC {col 7}37830.69  :              remove    genderr
BIC {col 7}37848.9   :              remove educationn
BIC {col 7}37823.52  :              remove maritalstatuss
BIC {col 7}37827.97  :              remove       olss
BIC {col 7}37823.67  :              remove       hlmm
BIC {col 7}37844.73  :              remove   seotherr
BIC {col 7}37828.4   :              remove   tnormall
BIC {col 7}38111.33  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg retstatR conss cognitivee repubbiasR individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  37822.82
{hline 78}
BIC {col 7}37819.13  :              remove repubbiasR
BIC {col 7}37877.76  :              remove individualscc
BIC {col 7}37931.61  :              remove     panell
BIC {col 7}37816.01  :              remove        ivv
BIC {col 7}37822.09  :              remove  eastasiaa
BIC {col 7}37902.33  :              remove westnortheuropee
BIC {col 7}37814.7   :              remove highincomee
BIC {col 7}37836.27  :              remove othercountryy
BIC {col 7}37848.51  :              remove physicalhealthh
BIC {col 7}37837.92  :              remove mentalhealthh
BIC {col 7}37816.45  :              remove selfreportedd
BIC {col 7}37862.63  :              remove numberofscvariabless
BIC {col 7}37817.18  :              remove       agee
BIC {col 7}37821.97  :              remove    genderr
BIC {col 7}37839.56  :              remove educationn
BIC {col 7}37814.41  :              remove maritalstatuss
BIC {col 7}37818.87  :              remove       olss
BIC {col 7}37814.56  :              remove       hlmm
BIC {col 7}37835.47  :              remove   seotherr
BIC {col 7}37819.46  :              remove   tnormall
BIC {col 7}38109.23  :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg retstatR conss cognitivee repubbiasR individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn  olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  37814.41
{hline 78}
BIC {col 7}37811.15  :              remove repubbiasR
BIC {col 7}37868.94  :              remove individualscc
BIC {col 7}37925.38  :              remove     panell
BIC {col 7}37807.6   :              remove        ivv
BIC {col 7}37813.98  :              remove  eastasiaa
BIC {col 7}37896.35  :              remove westnortheuropee
BIC {col 7}37806.17  :              remove highincomee
BIC {col 7}37827.84  :              remove othercountryy
BIC {col 7}37839.41  :              remove physicalhealthh
BIC {col 7}37830.67  :              remove mentalhealthh
BIC {col 7}37807.9   :              remove selfreportedd
BIC {col 7}37853.3   :              remove numberofscvariabless
BIC {col 7}37808.85  :              remove       agee
BIC {col 7}37814.62  :              remove    genderr
BIC {col 7}37835.92  :              remove educationn
BIC {col 7}37810.46  :              remove       olss
BIC {col 7}37806.13  :              remove       hlmm
BIC {col 7}37827.38  :              remove   seotherr
BIC {col 7}37811.12  :              remove   tnormall
BIC {col 7}38101.98  :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg retstatR conss cognitivee repubbiasR individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn  olss  seotherr tnormall tcalculatedbypvaluee : BIC  37806.13
{hline 78}
BIC {col 7}37802.63  :              remove repubbiasR
BIC {col 7}37860.31  :              remove individualscc
BIC {col 7}37917.4   :              remove     panell
BIC {col 7}37799.98  :              remove        ivv
BIC {col 7}37805.84  :              remove  eastasiaa
BIC {col 7}37889.99  :              remove westnortheuropee
BIC {col 7}37797.88  :              remove highincomee
BIC {col 7}37818.9   :              remove othercountryy
BIC {col 7}37831.75  :              remove physicalhealthh
BIC {col 7}37822.14  :              remove mentalhealthh
BIC {col 7}37799.47  :              remove selfreportedd
BIC {col 7}37844.34  :              remove numberofscvariabless
BIC {col 7}37800.59  :              remove       agee
BIC {col 7}37806.32  :              remove    genderr
BIC {col 7}37827.49  :              remove educationn
BIC {col 7}37801.55  :              remove       olss
BIC {col 7}37827.88  :              remove   seotherr
BIC {col 7}37802.25  :              remove   tnormall
BIC {col 7}38095.19  :              remove tcalculatedbypvaluee
{hline 78}
Stage 6 reg retstatR conss cognitivee repubbiasR individualscc panell ivv eastasiaa westnortheuropee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn  olss  seotherr tnormall tcalculatedbypvaluee : BIC  37797.88
{hline 78}
BIC {col 7}37793.67  :              remove repubbiasR
BIC {col 7}37851.11  :              remove individualscc
BIC {col 7}37912.29  :              remove     panell
BIC {col 7}37791.71  :              remove        ivv
BIC {col 7}37796.64  :              remove  eastasiaa
BIC {col 7}37898.31  :              remove westnortheuropee
BIC {col 7}37820.59  :              remove othercountryy
BIC {col 7}37823.5   :              remove physicalhealthh
BIC {col 7}37813.74  :              remove mentalhealthh
BIC {col 7}37791.44  :              remove selfreportedd
BIC {col 7}37835.07  :              remove numberofscvariabless
BIC {col 7}37793.22  :              remove       agee
BIC {col 7}37797.44  :              remove    genderr
BIC {col 7}37818.58  :              remove educationn
BIC {col 7}37792.71  :              remove       olss
BIC {col 7}37819.75  :              remove   seotherr
BIC {col 7}37793.61  :              remove   tnormall
BIC {col 7}38087.06  :              remove tcalculatedbypvaluee
{hline 78}
Stage 7 reg retstatR conss cognitivee repubbiasR individualscc panell ivv eastasiaa westnortheuropee othercountryy physicalhealthh mentalhealthh numberofscvariabless agee genderr educationn  olss  seotherr tnormall tcalculatedbypvaluee : BIC  37791.44
{hline 78}
BIC {col 7}37787.66  :              remove repubbiasR
BIC {col 7}37844.13  :              remove individualscc
BIC {col 7}37922.94  :              remove     panell
BIC {col 7}37785.36  :              remove        ivv
BIC {col 7}37789.81  :              remove  eastasiaa
BIC {col 7}37890.61  :              remove westnortheuropee
BIC {col 7}37815.83  :              remove othercountryy
BIC {col 7}37873.72  :              remove physicalhealthh
BIC {col 7}37809.91  :              remove mentalhealthh
BIC {col 7}37829.32  :              remove numberofscvariabless
BIC {col 7}37787.61  :              remove       agee
BIC {col 7}37791.49  :              remove    genderr
BIC {col 7}37810.93  :              remove educationn
BIC {col 7}37786.94  :              remove       olss
BIC {col 7}37811.35  :              remove   seotherr
BIC {col 7}37787.59  :              remove   tnormall
BIC {col 7}38080.25  :              remove tcalculatedbypvaluee
{hline 78}
Stage 8 reg retstatR conss cognitivee repubbiasR individualscc panell eastasiaa westnortheuropee othercountryy physicalhealthh mentalhealthh numberofscvariabless agee genderr educationn  olss  seotherr tnormall tcalculatedbypvaluee : BIC  37785.36
{hline 78}
BIC {col 7}37782.74  :              remove repubbiasR
BIC {col 7}37836.94  :              remove individualscc
BIC {col 7}37916.6   :              remove     panell
BIC {col 7}37782.8   :              remove  eastasiaa
BIC {col 7}37884.5   :              remove westnortheuropee
BIC {col 7}37812.57  :              remove othercountryy
BIC {col 7}37865.96  :              remove physicalhealthh
BIC {col 7}37803.68  :              remove mentalhealthh
BIC {col 7}37820.93  :              remove numberofscvariabless
BIC {col 7}37781.95  :              remove       agee
BIC {col 7}37784.46  :              remove    genderr
BIC {col 7}37805.4   :              remove educationn
BIC {col 7}37782.14  :              remove       olss
BIC {col 7}37805.44  :              remove   seotherr
BIC {col 7}37780.33  :              remove   tnormall
BIC {col 7}38080.72  :              remove tcalculatedbypvaluee
{hline 78}
Stage 9 reg retstatR conss cognitivee repubbiasR individualscc panell eastasiaa westnortheuropee othercountryy physicalhealthh mentalhealthh numberofscvariabless agee genderr educationn  olss  seotherr tcalculatedbypvaluee : BIC  37780.33
{hline 78}
BIC {col 7}37777.13  :              remove repubbiasR
BIC {col 7}37836.2   :              remove individualscc
BIC {col 7}37908.09  :              remove     panell
BIC {col 7}37777.48  :              remove  eastasiaa
BIC {col 7}37876.56  :              remove westnortheuropee
BIC {col 7}37807.07  :              remove othercountryy
BIC {col 7}37871.2   :              remove physicalhealthh
BIC {col 7}37801.28  :              remove mentalhealthh
BIC {col 7}37825.12  :              remove numberofscvariabless
BIC {col 7}37777.64  :              remove       agee
BIC {col 7}37779.68  :              remove    genderr
BIC {col 7}37799.57  :              remove educationn
BIC {col 7}37781.45  :              remove       olss
BIC {col 7}37796.21  :              remove   seotherr
BIC {col 7}38128.98  :              remove tcalculatedbypvaluee
{hline 78}
Stage 10 reg retstatR conss cognitivee individualscc panell eastasiaa westnortheuropee othercountryy physicalhealthh mentalhealthh numberofscvariabless agee genderr educationn  olss  seotherr tcalculatedbypvaluee : BIC  37777.13
{hline 78}
BIC {col 7}37835.06  :              remove individualscc
BIC {col 7}37907.05  :              remove     panell
BIC {col 7}37775.89  :              remove  eastasiaa
BIC {col 7}37877.63  :              remove westnortheuropee
BIC {col 7}37801.68  :              remove othercountryy
BIC {col 7}37866.76  :              remove physicalhealthh
BIC {col 7}37797.84  :              remove mentalhealthh
BIC {col 7}37824.47  :              remove numberofscvariabless
BIC {col 7}37774.34  :              remove       agee
BIC {col 7}37778.29  :              remove    genderr
BIC {col 7}37796.43  :              remove educationn
BIC {col 7}37778.12  :              remove       olss
BIC {col 7}37797.96  :              remove   seotherr
BIC {col 7}38132.73  :              remove tcalculatedbypvaluee
{hline 78}
Stage 11 reg retstatR conss cognitivee individualscc panell eastasiaa westnortheuropee othercountryy physicalhealthh mentalhealthh numberofscvariabless genderr educationn  olss  seotherr tcalculatedbypvaluee : BIC  37774.34
{hline 78}
BIC {col 7}37829.35  :              remove individualscc
BIC {col 7}37904.76  :              remove     panell
BIC {col 7}37772.49  :              remove  eastasiaa
BIC {col 7}37870.62  :              remove westnortheuropee
BIC {col 7}37798.75  :              remove othercountryy
BIC {col 7}37866.75  :              remove physicalhealthh
BIC {col 7}37794.62  :              remove mentalhealthh
BIC {col 7}37818.32  :              remove numberofscvariabless
BIC {col 7}37783.51  :              remove    genderr
BIC {col 7}37804.19  :              remove educationn
BIC {col 7}37775.14  :              remove       olss
BIC {col 7}37796.4   :              remove   seotherr
BIC {col 7}38124.12  :              remove tcalculatedbypvaluee
{hline 78}
Stage 12 reg retstatR conss cognitivee individualscc panell  westnortheuropee othercountryy physicalhealthh mentalhealthh numberofscvariabless genderr educationn  olss  seotherr tcalculatedbypvaluee : BIC  37772.49
{hline 78}
BIC {col 7}37829.62  :              remove individualscc
BIC {col 7}37904.93  :              remove     panell
BIC {col 7}37867.58  :              remove westnortheuropee
BIC {col 7}37816.16  :              remove othercountryy
BIC {col 7}37871.68  :              remove physicalhealthh
BIC {col 7}37797.22  :              remove mentalhealthh
BIC {col 7}37812.45  :              remove numberofscvariabless
BIC {col 7}37779.73  :              remove    genderr
BIC {col 7}37804.87  :              remove educationn
BIC {col 7}37771.74  :              remove       olss
BIC {col 7}37793.85  :              remove   seotherr
BIC {col 7}38124.87  :              remove tcalculatedbypvaluee
{hline 78}
Stage 13 reg retstatR conss cognitivee individualscc panell  westnortheuropee othercountryy physicalhealthh mentalhealthh numberofscvariabless genderr educationn   seotherr tcalculatedbypvaluee : BIC  37771.74
{hline 78}
BIC {col 7}37833.56  :              remove individualscc
BIC {col 7}37900.6   :              remove     panell
BIC {col 7}37863.21  :              remove westnortheuropee
BIC {col 7}37813.58  :              remove othercountryy
BIC {col 7}37876.71  :              remove physicalhealthh
BIC {col 7}37792.73  :              remove mentalhealthh
BIC {col 7}37816.2   :              remove numberofscvariabless
BIC {col 7}37779.53  :              remove    genderr
BIC {col 7}37800.9   :              remove educationn
BIC {col 7}37793.51  :              remove   seotherr
BIC {col 7}38117.08  :              remove tcalculatedbypvaluee

Final Model

      Source {c |}       SS           df       MS      Number of obs   ={res}    11,776
{txt}{hline 13}{c +}{hline 34}   F(13, 11762)    = {res}   120.88
{txt}       Model {c |} {res} 2251.77808        13  173.213698   {txt}Prob > F        ={res}    0.0000
{txt}    Residual {c |} {res} 16853.5494    11,762  1.43288126   {txt}R-squared       ={res}    0.1179
{txt}{hline 13}{c +}{hline 34}   Adj R-squared   ={res}    0.1169
{txt}       Total {c |} {res} 19105.3275    11,775  1.62253312   {txt}Root MSE        =   {res}  1.197

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2}  .001782{col 29}{space 2} .0028217{col 40}{space 1}    0.63{col 49}{space 3}0.528{col 57}{space 4} -.003749{col 70}{space 3} .0073131
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0114809{col 29}{space 2} .0009886{col 40}{space 1}   11.61{col 49}{space 3}0.000{col 57}{space 4} .0095431{col 70}{space 3} .0134188
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0124019{col 29}{space 2} .0014685{col 40}{space 1}    8.45{col 49}{space 3}0.000{col 57}{space 4} .0095234{col 70}{space 3} .0152805
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0118012{col 29}{space 2} .0010014{col 40}{space 1}  -11.78{col 49}{space 3}0.000{col 57}{space 4}-.0137641{col 70}{space 3}-.0098383
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0097711{col 29}{space 2} .0009715{col 40}{space 1}   10.06{col 49}{space 3}0.000{col 57}{space 4} .0078667{col 70}{space 3} .0116754
{txt}{space 2}othercountryy {c |}{col 17}{res}{space 2}-.0094843{col 29}{space 2} .0013246{col 40}{space 1}   -7.16{col 49}{space 3}0.000{col 57}{space 4}-.0120808{col 70}{space 3}-.0068878
{txt}physicalhealthh {c |}{col 17}{res}{space 2}-.0115174{col 29}{space 2} .0010751{col 40}{space 1}  -10.71{col 49}{space 3}0.000{col 57}{space 4}-.0136249{col 70}{space 3}  -.00941
{txt}{space 2}mentalhealthh {c |}{col 17}{res}{space 2}-.0062531{col 29}{space 2} .0011348{col 40}{space 1}   -5.51{col 49}{space 3}0.000{col 57}{space 4}-.0084776{col 70}{space 3}-.0040287
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0005703{col 29}{space 2} .0000777{col 40}{space 1}   -7.34{col 49}{space 3}0.000{col 57}{space 4}-.0007226{col 70}{space 3} -.000418
{txt}{space 8}genderr {c |}{col 17}{res}{space 2}-.0053454{col 29}{space 2} .0012906{col 40}{space 1}   -4.14{col 49}{space 3}0.000{col 57}{space 4}-.0078752{col 70}{space 3}-.0028155
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0061316{col 29}{space 2} .0009876{col 40}{space 1}   -6.21{col 49}{space 3}0.000{col 57}{space 4}-.0080676{col 70}{space 3}-.0041957
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0057844{col 29}{space 2} .0010365{col 40}{space 1}   -5.58{col 49}{space 3}0.000{col 57}{space 4} -.007816{col 70}{space 3}-.0037528
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0215161{col 29}{space 2} .0011345{col 40}{space 1}  -18.97{col 49}{space 3}0.000{col 57}{space 4}-.0237399{col 70}{space 3}-.0192923
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .8202335{col 29}{space 2} .0545278{col 40}{space 1}   15.04{col 49}{space 3}0.000{col 57}{space 4} .7133499{col 70}{space 3} .9271171
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. // Random Effects - Equal weight to each estimate (Column 3)
. regress retstatR conss cognitivee individualscc panell westnortheuropee othercountryy ///
> physicalhealthh mentalhealthh numberofscvariabless genderr educationn seotherr  ///
> tcalculatedbypvaluee if esample == 1, noc vce(cluster id)

{txt}Linear regression                               Number of obs     = {res}    11,776
                                                {txt}F(13, 438)        =  {res}    29.53
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.2850
                                                {txt}Root MSE          =    {res} 1.2084

{txt}{ralign 81:(Std. Err. adjusted for {res:439} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} .0334127{col 29}{space 2} .0063807{col 40}{space 1}    5.24{col 49}{space 3}0.000{col 57}{space 4} .0208722{col 70}{space 3} .0459533
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0113303{col 29}{space 2} .0031054{col 40}{space 1}    3.65{col 49}{space 3}0.000{col 57}{space 4}  .005227{col 70}{space 3} .0174336
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0130581{col 29}{space 2} .0048152{col 40}{space 1}    2.71{col 49}{space 3}0.007{col 57}{space 4} .0035944{col 70}{space 3} .0225218
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0131459{col 29}{space 2} .0031419{col 40}{space 1}   -4.18{col 49}{space 3}0.000{col 57}{space 4}-.0193209{col 70}{space 3} -.006971
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0093744{col 29}{space 2} .0036326{col 40}{space 1}    2.58{col 49}{space 3}0.010{col 57}{space 4}  .002235{col 70}{space 3} .0165138
{txt}{space 2}othercountryy {c |}{col 17}{res}{space 2}-.0077943{col 29}{space 2} .0038548{col 40}{space 1}   -2.02{col 49}{space 3}0.044{col 57}{space 4}-.0153705{col 70}{space 3} -.000218
{txt}physicalhealthh {c |}{col 17}{res}{space 2}-.0106924{col 29}{space 2} .0033459{col 40}{space 1}   -3.20{col 49}{space 3}0.001{col 57}{space 4}-.0172684{col 70}{space 3}-.0041164
{txt}{space 2}mentalhealthh {c |}{col 17}{res}{space 2}-.0050151{col 29}{space 2} .0031832{col 40}{space 1}   -1.58{col 49}{space 3}0.116{col 57}{space 4}-.0112713{col 70}{space 3} .0012411
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0007386{col 29}{space 2} .0002368{col 40}{space 1}   -3.12{col 49}{space 3}0.002{col 57}{space 4}-.0012041{col 70}{space 3}-.0002731
{txt}{space 8}genderr {c |}{col 17}{res}{space 2}-.0064789{col 29}{space 2} .0051977{col 40}{space 1}   -1.25{col 49}{space 3}0.213{col 57}{space 4}-.0166945{col 70}{space 3} .0037366
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0065895{col 29}{space 2} .0033953{col 40}{space 1}   -1.94{col 49}{space 3}0.053{col 57}{space 4}-.0132626{col 70}{space 3} .0000835
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0078602{col 29}{space 2} .0035377{col 40}{space 1}   -2.22{col 49}{space 3}0.027{col 57}{space 4}-.0148132{col 70}{space 3}-.0009072
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0211542{col 29}{space 2} .0035127{col 40}{space 1}   -6.02{col 49}{space 3}0.000{col 57}{space 4}-.0280581{col 70}{space 3}-.0142502
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. ////////////////////////////////////////////////
> //////////////  PHYSICAL HEALTH  ///////////////
> ////////////////////////////////////////////////
> drop esample
{txt}
{com}. quietly regress retstatR conss repubbiasR cognitivee pubyearr individualscc panell ivv ///
> eastasiaa westnortheuropee highincomee othercountryy  ///
> selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall ///
> tcalculatedbypvaluee if physicalhealth == 1
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect retstatR repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee ///
> highincomee othercountryy selfreportedd ///
> numberofscvariabless agee genderr educationn maritalstatuss incomee olss ///
> orhrr hlmm seotherr tnormall tcalculatedbypvaluee if esample == 1, ///
> backward bic fix(conss cognitivee)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  13450.95
{hline 78}
BIC {col 7}13443.19  :              remove repubbiasR
BIC {col 7}13445.63  :              remove   pubyearr
BIC {col 7}13446.48  :              remove individualscc
BIC {col 7}13459.31  :              remove     panell
BIC {col 7}13442.67  :              remove        ivv
BIC {col 7}13445.27  :              remove  eastasiaa
BIC {col 7}13564.95  :              remove westnortheuropee
BIC {col 7}13451.95  :              remove highincomee
BIC {col 7}13443.64  :              remove othercountryy
BIC {col 7}13442.76  :              remove selfreportedd
BIC {col 7}13445.06  :              remove numberofscvariabless
BIC {col 7}13442.7   :              remove       agee
BIC {col 7}13466.37  :              remove    genderr
BIC {col 7}13446.87  :              remove educationn
BIC {col 7}13447.18  :              remove maritalstatuss
BIC {col 7}13443.99  :              remove    incomee
BIC {col 7}13461.02  :              remove       olss
BIC {col 7}13443.71  :              remove      orhrr
BIC {col 7}13448.26  :              remove       hlmm
BIC {col 7}13483.59  :              remove   seotherr
BIC {col 7}13478.49  :              remove   tnormall
BIC {col 7}13565.78  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  13442.67
{hline 78}
BIC {col 7}13434.92  :              remove repubbiasR
BIC {col 7}13437.37  :              remove   pubyearr
BIC {col 7}13438.18  :              remove individualscc
BIC {col 7}13450.94  :              remove     panell
BIC {col 7}13436.94  :              remove  eastasiaa
BIC {col 7}13556.56  :              remove westnortheuropee
BIC {col 7}13443.83  :              remove highincomee
BIC {col 7}13435.44  :              remove othercountryy
BIC {col 7}13434.47  :              remove selfreportedd
BIC {col 7}13436.91  :              remove numberofscvariabless
BIC {col 7}13434.4   :              remove       agee
BIC {col 7}13458.02  :              remove    genderr
BIC {col 7}13438.59  :              remove educationn
BIC {col 7}13438.85  :              remove maritalstatuss
BIC {col 7}13435.72  :              remove    incomee
BIC {col 7}13453.68  :              remove       olss
BIC {col 7}13435.65  :              remove      orhrr
BIC {col 7}13440.32  :              remove       hlmm
BIC {col 7}13475.34  :              remove   seotherr
BIC {col 7}13470.79  :              remove   tnormall
BIC {col 7}13557.95  :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC   13434.4
{hline 78}
BIC {col 7}13426.66  :              remove repubbiasR
BIC {col 7}13429.05  :              remove   pubyearr
BIC {col 7}13429.92  :              remove individualscc
BIC {col 7}13442.76  :              remove     panell
BIC {col 7}13428.79  :              remove  eastasiaa
BIC {col 7}13548.45  :              remove westnortheuropee
BIC {col 7}13436.27  :              remove highincomee
BIC {col 7}13427.15  :              remove othercountryy
BIC {col 7}13426.17  :              remove selfreportedd
BIC {col 7}13428.79  :              remove numberofscvariabless
BIC {col 7}13452.61  :              remove    genderr
BIC {col 7}13431.21  :              remove educationn
BIC {col 7}13430.58  :              remove maritalstatuss
BIC {col 7}13427.35  :              remove    incomee
BIC {col 7}13445.41  :              remove       olss
BIC {col 7}13427.26  :              remove      orhrr
BIC {col 7}13431.94  :              remove       hlmm
BIC {col 7}13467.37  :              remove   seotherr
BIC {col 7}13462.61  :              remove   tnormall
BIC {col 7}13550.59  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell eastasiaa westnortheuropee highincomee othercountryy numberofscvariabless genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  13426.17
{hline 78}
BIC {col 7}13418.33  :              remove repubbiasR
BIC {col 7}13421.17  :              remove   pubyearr
BIC {col 7}13421.65  :              remove individualscc
BIC {col 7}13437.38  :              remove     panell
BIC {col 7}13420.49  :              remove  eastasiaa
BIC {col 7}13540.14  :              remove westnortheuropee
BIC {col 7}13427.88  :              remove highincomee
BIC {col 7}13418.83  :              remove othercountryy
BIC {col 7}13420.63  :              remove numberofscvariabless
BIC {col 7}13444.35  :              remove    genderr
BIC {col 7}13423.11  :              remove educationn
BIC {col 7}13422.42  :              remove maritalstatuss
BIC {col 7}13419.04  :              remove    incomee
BIC {col 7}13437.02  :              remove       olss
BIC {col 7}13419.22  :              remove      orhrr
BIC {col 7}13424.2   :              remove       hlmm
BIC {col 7}13460.36  :              remove   seotherr
BIC {col 7}13454.23  :              remove   tnormall
BIC {col 7}13542.84  :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg retstatR conss cognitivee pubyearr individualscc panell eastasiaa westnortheuropee highincomee othercountryy numberofscvariabless genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  13418.33
{hline 78}
BIC {col 7}13413.58  :              remove   pubyearr
BIC {col 7}13414.48  :              remove individualscc
BIC {col 7}13429.76  :              remove     panell
BIC {col 7}13412.36  :              remove  eastasiaa
BIC {col 7}13531.87  :              remove westnortheuropee
BIC {col 7}13419.56  :              remove highincomee
BIC {col 7}13411.03  :              remove othercountryy
BIC {col 7}13412.74  :              remove numberofscvariabless
BIC {col 7}13437.59  :              remove    genderr
BIC {col 7}13415.36  :              remove educationn
BIC {col 7}13414.71  :              remove maritalstatuss
BIC {col 7}13411.05  :              remove    incomee
BIC {col 7}13429.4   :              remove       olss
BIC {col 7}13411.55  :              remove      orhrr
BIC {col 7}13416.23  :              remove       hlmm
BIC {col 7}13452.36  :              remove   seotherr
BIC {col 7}13446.34  :              remove   tnormall
BIC {col 7}13534.59  :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg retstatR conss cognitivee pubyearr individualscc panell eastasiaa westnortheuropee highincomee  numberofscvariabless genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  13411.03
{hline 78}
BIC {col 7}13406.75  :              remove   pubyearr
BIC {col 7}13406.77  :              remove individualscc
BIC {col 7}13421.74  :              remove     panell
BIC {col 7}13406.18  :              remove  eastasiaa
BIC {col 7}13541.69  :              remove westnortheuropee
BIC {col 7}13415.02  :              remove highincomee
BIC {col 7}13405.52  :              remove numberofscvariabless
BIC {col 7}13432.53  :              remove    genderr
BIC {col 7}13407.82  :              remove educationn
BIC {col 7}13406.81  :              remove maritalstatuss
BIC {col 7}13404.03  :              remove    incomee
BIC {col 7}13421.55  :              remove       olss
BIC {col 7}13404.27  :              remove      orhrr
BIC {col 7}13408.62  :              remove       hlmm
BIC {col 7}13444.01  :              remove   seotherr
BIC {col 7}13439.85  :              remove   tnormall
BIC {col 7}13527.35  :              remove tcalculatedbypvaluee
{hline 78}
Stage 6 reg retstatR conss cognitivee pubyearr individualscc panell eastasiaa westnortheuropee highincomee  numberofscvariabless genderr educationn maritalstatuss olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  13404.03
{hline 78}
BIC {col 7}13401.07  :              remove   pubyearr
BIC {col 7}13400.2   :              remove individualscc
BIC {col 7}13415.1   :              remove     panell
BIC {col 7}13399.52  :              remove  eastasiaa
BIC {col 7}13533.68  :              remove westnortheuropee
BIC {col 7}13406.79  :              remove highincomee
BIC {col 7}13398.75  :              remove numberofscvariabless
BIC {col 7}13424.98  :              remove    genderr
BIC {col 7}13404.9   :              remove educationn
BIC {col 7}13399.43  :              remove maritalstatuss
BIC {col 7}13417.22  :              remove       olss
BIC {col 7}13397.47  :              remove      orhrr
BIC {col 7}13401.51  :              remove       hlmm
BIC {col 7}13435.63  :              remove   seotherr
BIC {col 7}13431.79  :              remove   tnormall
BIC {col 7}13519.67  :              remove tcalculatedbypvaluee
{hline 78}
Stage 7 reg retstatR conss cognitivee pubyearr individualscc panell eastasiaa westnortheuropee highincomee  numberofscvariabless genderr educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  13397.47
{hline 78}
BIC {col 7}13394.08  :              remove   pubyearr
BIC {col 7}13394.32  :              remove individualscc
BIC {col 7}13410.18  :              remove     panell
BIC {col 7}13394.81  :              remove  eastasiaa
BIC {col 7}13531.1   :              remove westnortheuropee
BIC {col 7}13399.6   :              remove highincomee
BIC {col 7}13391.4   :              remove numberofscvariabless
BIC {col 7}13424.03  :              remove    genderr
BIC {col 7}13398.69  :              remove educationn
BIC {col 7}13392.65  :              remove maritalstatuss
BIC {col 7}13410.79  :              remove       olss
BIC {col 7}13393.13  :              remove       hlmm
BIC {col 7}13427.49  :              remove   seotherr
BIC {col 7}13426.46  :              remove   tnormall
BIC {col 7}13554.93  :              remove tcalculatedbypvaluee
{hline 78}
Stage 8 reg retstatR conss cognitivee pubyearr individualscc panell eastasiaa westnortheuropee highincomee   genderr educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC   13391.4
{hline 78}
BIC {col 7}13387.41  :              remove   pubyearr
BIC {col 7}13389.69  :              remove individualscc
BIC {col 7}13406.24  :              remove     panell
BIC {col 7}13390.97  :              remove  eastasiaa
BIC {col 7}13535.66  :              remove westnortheuropee
BIC {col 7}13396.08  :              remove highincomee
BIC {col 7}13416.16  :              remove    genderr
BIC {col 7}13391.52  :              remove educationn
BIC {col 7}13385.42  :              remove maritalstatuss
BIC {col 7}13403.38  :              remove       olss
BIC {col 7}13386.65  :              remove       hlmm
BIC {col 7}13421.31  :              remove   seotherr
BIC {col 7}13418.65  :              remove   tnormall
BIC {col 7}13546.88  :              remove tcalculatedbypvaluee
{hline 78}
Stage 9 reg retstatR conss cognitivee pubyearr individualscc panell eastasiaa westnortheuropee highincomee   genderr educationn  olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  13385.42
{hline 78}
BIC {col 7}13381.01  :              remove   pubyearr
BIC {col 7}13383.96  :              remove individualscc
BIC {col 7}13400.56  :              remove     panell
BIC {col 7}13384.48  :              remove  eastasiaa
BIC {col 7}13527.54  :              remove westnortheuropee
BIC {col 7}13394.9   :              remove highincomee
BIC {col 7}13407.92  :              remove    genderr
BIC {col 7}13383.85  :              remove educationn
BIC {col 7}13398.04  :              remove       olss
BIC {col 7}13380.24  :              remove       hlmm
BIC {col 7}13413.27  :              remove   seotherr
BIC {col 7}13413.05  :              remove   tnormall
BIC {col 7}13538.56  :              remove tcalculatedbypvaluee
{hline 78}
Stage 10 reg retstatR conss cognitivee pubyearr individualscc panell eastasiaa westnortheuropee highincomee   genderr educationn  olss  seotherr tnormall tcalculatedbypvaluee : BIC  13380.24
{hline 78}
BIC {col 7}13377.03  :              remove   pubyearr
BIC {col 7}13377.76  :              remove individualscc
BIC {col 7}13397.61  :              remove     panell
BIC {col 7}13379.69  :              remove  eastasiaa
BIC {col 7}13540.41  :              remove westnortheuropee
BIC {col 7}13390.39  :              remove highincomee
BIC {col 7}13401.05  :              remove    genderr
BIC {col 7}13378.37  :              remove educationn
BIC {col 7}13392.48  :              remove       olss
BIC {col 7}13416.45  :              remove   seotherr
BIC {col 7}13404.67  :              remove   tnormall
BIC {col 7}13543.22  :              remove tcalculatedbypvaluee
{hline 78}
Stage 11 reg retstatR conss cognitivee individualscc panell eastasiaa westnortheuropee highincomee   genderr educationn  olss  seotherr tnormall tcalculatedbypvaluee : BIC  13377.03
{hline 78}
BIC {col 7}13375.19  :              remove individualscc
BIC {col 7}13390.56  :              remove     panell
BIC {col 7}13374.5   :              remove  eastasiaa
BIC {col 7}13532.39  :              remove westnortheuropee
BIC {col 7}13386.23  :              remove highincomee
BIC {col 7}13395.27  :              remove    genderr
BIC {col 7}13376.03  :              remove educationn
BIC {col 7}13387.79  :              remove       olss
BIC {col 7}13412.73  :              remove   seotherr
BIC {col 7}13400.52  :              remove   tnormall
BIC {col 7}13536.12  :              remove tcalculatedbypvaluee
{hline 78}
Stage 12 reg retstatR conss cognitivee individualscc panell  westnortheuropee highincomee   genderr educationn  olss  seotherr tnormall tcalculatedbypvaluee : BIC   13374.5
{hline 78}
BIC {col 7}13372.33  :              remove individualscc
BIC {col 7}13386.25  :              remove     panell
BIC {col 7}13537.82  :              remove westnortheuropee
BIC {col 7}13379.34  :              remove highincomee
BIC {col 7}13388.54  :              remove    genderr
BIC {col 7}13374.8   :              remove educationn
BIC {col 7}13382.25  :              remove       olss
BIC {col 7}13414.08  :              remove   seotherr
BIC {col 7}13396.97  :              remove   tnormall
BIC {col 7}13530.36  :              remove tcalculatedbypvaluee
{hline 78}
Stage 13 reg retstatR conss cognitivee panell  westnortheuropee highincomee   genderr educationn  olss  seotherr tnormall tcalculatedbypvaluee : BIC  13372.33
{hline 78}
BIC {col 7}13380.33  :              remove     panell
BIC {col 7}13534.3   :              remove westnortheuropee
BIC {col 7}13373.43  :              remove highincomee
BIC {col 7}13384.79  :              remove    genderr
BIC {col 7}13372.5   :              remove educationn
BIC {col 7}13380.25  :              remove       olss
BIC {col 7}13431.37  :              remove   seotherr
BIC {col 7}13399.72  :              remove   tnormall
BIC {col 7}13529.35  :              remove tcalculatedbypvaluee

Final Model

      Source {c |}       SS           df       MS      Number of obs   ={res}     4,421
{txt}{hline 13}{c +}{hline 34}   F(11, 4409)     = {res}    66.70
{txt}       Model {c |} {res} 866.889443        11  78.8081312   {txt}Prob > F        ={res}    0.0000
{txt}    Residual {c |} {res} 5209.23686     4,409  1.18150076   {txt}R-squared       ={res}    0.1427
{txt}{hline 13}{c +}{hline 34}   Adj R-squared   ={res}    0.1405
{txt}       Total {c |} {res} 6076.12631     4,420  1.37468921   {txt}Root MSE        =   {res}  1.087

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2}-.0121647{col 29}{space 2} .0037054{col 40}{space 1}   -3.28{col 49}{space 3}0.001{col 57}{space 4}-.0194292{col 70}{space 3}-.0049002
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0103069{col 29}{space 2} .0015935{col 40}{space 1}    6.47{col 49}{space 3}0.000{col 57}{space 4} .0071828{col 70}{space 3}  .013431
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0067071{col 29}{space 2}  .001657{col 40}{space 1}   -4.05{col 49}{space 3}0.000{col 57}{space 4}-.0099557{col 70}{space 3}-.0034585
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0191116{col 29}{space 2} .0014521{col 40}{space 1}   13.16{col 49}{space 3}0.000{col 57}{space 4} .0162648{col 70}{space 3} .0219584
{txt}{space 4}highincomee {c |}{col 17}{res}{space 2} .0069755{col 29}{space 2} .0022653{col 40}{space 1}    3.08{col 49}{space 3}0.002{col 57}{space 4} .0025343{col 70}{space 3} .0114167
{txt}{space 8}genderr {c |}{col 17}{res}{space 2}-.0085906{col 29}{space 2} .0018811{col 40}{space 1}   -4.57{col 49}{space 3}0.000{col 57}{space 4}-.0122786{col 70}{space 3}-.0049026
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0040156{col 29}{space 2} .0013733{col 40}{space 1}   -2.92{col 49}{space 3}0.003{col 57}{space 4}-.0067079{col 70}{space 3}-.0013233
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0101784{col 29}{space 2} .0025209{col 40}{space 1}    4.04{col 49}{space 3}0.000{col 57}{space 4} .0052362{col 70}{space 3} .0151206
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0147327{col 29}{space 2} .0017896{col 40}{space 1}   -8.23{col 49}{space 3}0.000{col 57}{space 4}-.0182412{col 70}{space 3}-.0112242
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2} .0122472{col 29}{space 2}  .002046{col 40}{space 1}    5.99{col 49}{space 3}0.000{col 57}{space 4}  .008236{col 70}{space 3} .0162584
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0216158{col 29}{space 2} .0016672{col 40}{space 1}  -12.97{col 49}{space 3}0.000{col 57}{space 4}-.0248844{col 70}{space 3}-.0183472
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} 1.009271{col 29}{space 2} .0723401{col 40}{space 1}   13.95{col 49}{space 3}0.000{col 57}{space 4} .8674483{col 70}{space 3} 1.151094
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. // Random Effects - Equal weight to each estimate (Column 3)
. regress retstatR conss cognitivee panell westnortheuropee  ///
> highincomee genderr educationn olss seotherr tnormall ///
> tcalculatedbypvaluee if esample == 1, noc vce(cluster id)

{txt}Linear regression                               Number of obs     = {res}     4,421
                                                {txt}F(11, 171)        =  {res}    11.06
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.2136
                                                {txt}Root MSE          =    {res} 1.1106

{txt}{ralign 81:(Std. Err. adjusted for {res:172} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} .0288621{col 29}{space 2} .0081525{col 40}{space 1}    3.54{col 49}{space 3}0.001{col 57}{space 4} .0127697{col 70}{space 3} .0449545
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2}  .011054{col 29}{space 2} .0045953{col 40}{space 1}    2.41{col 49}{space 3}0.017{col 57}{space 4} .0019832{col 70}{space 3} .0201249
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0089734{col 29}{space 2} .0052406{col 40}{space 1}   -1.71{col 49}{space 3}0.089{col 57}{space 4} -.019318{col 70}{space 3} .0013712
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0199707{col 29}{space 2} .0057202{col 40}{space 1}    3.49{col 49}{space 3}0.001{col 57}{space 4} .0086794{col 70}{space 3} .0312621
{txt}{space 4}highincomee {c |}{col 17}{res}{space 2} .0050811{col 29}{space 2} .0049308{col 40}{space 1}    1.03{col 49}{space 3}0.304{col 57}{space 4}-.0046519{col 70}{space 3} .0148142
{txt}{space 8}genderr {c |}{col 17}{res}{space 2}-.0108906{col 29}{space 2} .0083266{col 40}{space 1}   -1.31{col 49}{space 3}0.193{col 57}{space 4}-.0273267{col 70}{space 3} .0055455
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0046263{col 29}{space 2} .0040183{col 40}{space 1}   -1.15{col 49}{space 3}0.251{col 57}{space 4}-.0125581{col 70}{space 3} .0033055
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0134897{col 29}{space 2} .0071514{col 40}{space 1}    1.89{col 49}{space 3}0.061{col 57}{space 4}-.0006267{col 70}{space 3} .0276062
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0173115{col 29}{space 2} .0049478{col 40}{space 1}   -3.50{col 49}{space 3}0.001{col 57}{space 4}-.0270781{col 70}{space 3}-.0075449
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2} .0136167{col 29}{space 2}  .007324{col 40}{space 1}    1.86{col 49}{space 3}0.065{col 57}{space 4}-.0008403{col 70}{space 3} .0280737
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0204217{col 29}{space 2} .0053854{col 40}{space 1}   -3.79{col 49}{space 3}0.000{col 57}{space 4}-.0310521{col 70}{space 3}-.0097913
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. //////////////////////////////////////////////
> //////////////  MENTAL HEALTH  ///////////////
> //////////////////////////////////////////////
> drop esample
{txt}
{com}. quietly regress retstatR conss repubbiasR cognitivee pubyearr individualscc panell ivv ///
> eastasiaa westnortheuropee highincomee othercountryy  ///
> selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall ///
> tcalculatedbypvaluee if mentalhealth == 1
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect retstatR repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee ///
> highincomee othercountryy selfreportedd ///
> numberofscvariabless agee genderr educationn maritalstatuss incomee olss ///
> orhrr hlmm seotherr tnormall tcalculatedbypvaluee if esample == 1, ///
> backward bic fix(conss cognitivee)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC   8857.31
{hline 78}
BIC {col 7}8852.954  :              remove repubbiasR
BIC {col 7}8885.424  :              remove   pubyearr
BIC {col 7}8885.002  :              remove individualscc
BIC {col 7}8862.918  :              remove     panell
BIC {col 7}8854.216  :              remove        ivv
BIC {col 7}8850.062  :              remove  eastasiaa
BIC {col 7}8851.387  :              remove westnortheuropee
BIC {col 7}8850.457  :              remove highincomee
BIC {col 7}8862.26   :              remove othercountryy
BIC {col 7}8850.157  :              remove selfreportedd
BIC {col 7}8858.736  :              remove numberofscvariabless
BIC {col 7}8852.879  :              remove       agee
BIC {col 7}8854.928  :              remove    genderr
BIC {col 7}8880.953  :              remove educationn
BIC {col 7}8849.537  :              remove maritalstatuss
BIC {col 7}8849.822  :              remove    incomee
BIC {col 7}8849.433  :              remove       olss
BIC {col 7}8873.611  :              remove      orhrr
BIC {col 7}8849.437  :              remove       hlmm
BIC {col 7}8865.908  :              remove   seotherr
BIC {col 7}8855.535  :              remove   tnormall
BIC {col 7}8975.268  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  8849.433
{hline 78}
BIC {col 7}8845.095  :              remove repubbiasR
BIC {col 7}8877.839  :              remove   pubyearr
BIC {col 7}8877.125  :              remove individualscc
BIC {col 7}8855.28   :              remove     panell
BIC {col 7}8847.316  :              remove        ivv
BIC {col 7}8842.231  :              remove  eastasiaa
BIC {col 7}8843.568  :              remove westnortheuropee
BIC {col 7}8842.673  :              remove highincomee
BIC {col 7}8854.418  :              remove othercountryy
BIC {col 7}8842.312  :              remove selfreportedd
BIC {col 7}8850.926  :              remove numberofscvariabless
BIC {col 7}8845.588  :              remove       agee
BIC {col 7}8847.539  :              remove    genderr
BIC {col 7}8873.191  :              remove educationn
BIC {col 7}8841.66   :              remove maritalstatuss
BIC {col 7}8841.944  :              remove    incomee
BIC {col 7}8893.361  :              remove      orhrr
BIC {col 7}8841.56   :              remove       hlmm
BIC {col 7}8858.768  :              remove   seotherr
BIC {col 7}8847.697  :              remove   tnormall
BIC {col 7}8967.539  :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee orhrr seotherr tnormall tcalculatedbypvaluee : BIC   8841.56
{hline 78}
BIC {col 7}8837.285  :              remove repubbiasR
BIC {col 7}8870.271  :              remove   pubyearr
BIC {col 7}8870.995  :              remove individualscc
BIC {col 7}8849.782  :              remove     panell
BIC {col 7}8839.915  :              remove        ivv
BIC {col 7}8834.356  :              remove  eastasiaa
BIC {col 7}8835.807  :              remove westnortheuropee
BIC {col 7}8834.796  :              remove highincomee
BIC {col 7}8846.717  :              remove othercountryy
BIC {col 7}8834.446  :              remove selfreportedd
BIC {col 7}8843.459  :              remove numberofscvariabless
BIC {col 7}8837.746  :              remove       agee
BIC {col 7}8839.758  :              remove    genderr
BIC {col 7}8866.426  :              remove educationn
BIC {col 7}8833.79   :              remove maritalstatuss
BIC {col 7}8834.071  :              remove    incomee
BIC {col 7}8890.694  :              remove      orhrr
BIC {col 7}8859.684  :              remove   seotherr
BIC {col 7}8840.05   :              remove   tnormall
BIC {col 7}8959.693  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn incomee orhrr seotherr tnormall tcalculatedbypvaluee : BIC   8833.79
{hline 78}
BIC {col 7}8829.44   :              remove repubbiasR
BIC {col 7}8863.165  :              remove   pubyearr
BIC {col 7}8863.283  :              remove individualscc
BIC {col 7}8841.961  :              remove     panell
BIC {col 7}8832.066  :              remove        ivv
BIC {col 7}8826.56   :              remove  eastasiaa
BIC {col 7}8827.93   :              remove westnortheuropee
BIC {col 7}8827.124  :              remove highincomee
BIC {col 7}8839.203  :              remove othercountryy
BIC {col 7}8826.659  :              remove selfreportedd
BIC {col 7}8835.668  :              remove numberofscvariabless
BIC {col 7}8830.138  :              remove       agee
BIC {col 7}8831.882  :              remove    genderr
BIC {col 7}8858.831  :              remove educationn
BIC {col 7}8826.368  :              remove    incomee
BIC {col 7}8883.041  :              remove      orhrr
BIC {col 7}8852.178  :              remove   seotherr
BIC {col 7}8833.805  :              remove   tnormall
BIC {col 7}8952.999  :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn  orhrr seotherr tnormall tcalculatedbypvaluee : BIC  8826.368
{hline 78}
BIC {col 7}8822.15   :              remove repubbiasR
BIC {col 7}8857.095  :              remove   pubyearr
BIC {col 7}8855.617  :              remove individualscc
BIC {col 7}8834.085  :              remove     panell
BIC {col 7}8824.542  :              remove        ivv
BIC {col 7}8819.122  :              remove  eastasiaa
BIC {col 7}8820.423  :              remove westnortheuropee
BIC {col 7}8819.48   :              remove highincomee
BIC {col 7}8831.585  :              remove othercountryy
BIC {col 7}8819.654  :              remove selfreportedd
BIC {col 7}8828.102  :              remove numberofscvariabless
BIC {col 7}8822.78   :              remove       agee
BIC {col 7}8824.295  :              remove    genderr
BIC {col 7}8851.341  :              remove educationn
BIC {col 7}8875.352  :              remove      orhrr
BIC {col 7}8844.404  :              remove   seotherr
BIC {col 7}8826.348  :              remove   tnormall
BIC {col 7}8948.771  :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn  orhrr seotherr tnormall tcalculatedbypvaluee : BIC  8819.122
{hline 78}
BIC {col 7}8814.55   :              remove repubbiasR
BIC {col 7}8849.226  :              remove   pubyearr
BIC {col 7}8849.321  :              remove individualscc
BIC {col 7}8826.491  :              remove     panell
BIC {col 7}8817.635  :              remove        ivv
BIC {col 7}8815.718  :              remove westnortheuropee
BIC {col 7}8811.762  :              remove highincomee
BIC {col 7}8825.28   :              remove othercountryy
BIC {col 7}8812.744  :              remove selfreportedd
BIC {col 7}8820.562  :              remove numberofscvariabless
BIC {col 7}8815.853  :              remove       agee
BIC {col 7}8817.604  :              remove    genderr
BIC {col 7}8846.255  :              remove educationn
BIC {col 7}8871.617  :              remove      orhrr
BIC {col 7}8842.464  :              remove   seotherr
BIC {col 7}8820.4    :              remove   tnormall
BIC {col 7}8941.054  :              remove tcalculatedbypvaluee
{hline 78}
Stage 6 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv westnortheuropee othercountryy selfreportedd numberofscvariabless agee genderr educationn  orhrr seotherr tnormall tcalculatedbypvaluee : BIC  8811.762
{hline 78}
BIC {col 7}8807.595  :              remove repubbiasR
BIC {col 7}8841.531  :              remove   pubyearr
BIC {col 7}8841.872  :              remove individualscc
BIC {col 7}8818.863  :              remove     panell
BIC {col 7}8810.028  :              remove        ivv
BIC {col 7}8810.422  :              remove westnortheuropee
BIC {col 7}8817.671  :              remove othercountryy
BIC {col 7}8805.676  :              remove selfreportedd
BIC {col 7}8813.702  :              remove numberofscvariabless
BIC {col 7}8809.414  :              remove       agee
BIC {col 7}8810.434  :              remove    genderr
BIC {col 7}8839.829  :              remove educationn
BIC {col 7}8864.243  :              remove      orhrr
BIC {col 7}8834.588  :              remove   seotherr
BIC {col 7}8812.707  :              remove   tnormall
BIC {col 7}8933.367  :              remove tcalculatedbypvaluee
{hline 78}
Stage 7 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv westnortheuropee othercountryy numberofscvariabless agee genderr educationn  orhrr seotherr tnormall tcalculatedbypvaluee : BIC  8805.676
{hline 78}
BIC {col 7}8801.772  :              remove repubbiasR
BIC {col 7}8834.389  :              remove   pubyearr
BIC {col 7}8836.542  :              remove individualscc
BIC {col 7}8812.791  :              remove     panell
BIC {col 7}8803.994  :              remove        ivv
BIC {col 7}8804.707  :              remove westnortheuropee
BIC {col 7}8810.037  :              remove othercountryy
BIC {col 7}8808.285  :              remove numberofscvariabless
BIC {col 7}8802.671  :              remove       agee
BIC {col 7}8803.461  :              remove    genderr
BIC {col 7}8833.262  :              remove educationn
BIC {col 7}8856.842  :              remove      orhrr
BIC {col 7}8829.735  :              remove   seotherr
BIC {col 7}8805.905  :              remove   tnormall
BIC {col 7}8925.642  :              remove tcalculatedbypvaluee
{hline 78}
Stage 8 reg retstatR conss cognitivee pubyearr individualscc panell ivv westnortheuropee othercountryy numberofscvariabless agee genderr educationn  orhrr seotherr tnormall tcalculatedbypvaluee : BIC  8801.772
{hline 78}
BIC {col 7}8829.707  :              remove   pubyearr
BIC {col 7}8830.913  :              remove individualscc
BIC {col 7}8810.991  :              remove     panell
BIC {col 7}8800.448  :              remove        ivv
BIC {col 7}8801.078  :              remove westnortheuropee
BIC {col 7}8806.024  :              remove othercountryy
BIC {col 7}8803.921  :              remove numberofscvariabless
BIC {col 7}8798.392  :              remove       agee
BIC {col 7}8799.691  :              remove    genderr
BIC {col 7}8828.656  :              remove educationn
BIC {col 7}8860.118  :              remove      orhrr
BIC {col 7}8828.304  :              remove   seotherr
BIC {col 7}8802.947  :              remove   tnormall
BIC {col 7}8933.859  :              remove tcalculatedbypvaluee
{hline 78}
Stage 9 reg retstatR conss cognitivee pubyearr individualscc panell ivv westnortheuropee othercountryy numberofscvariabless genderr educationn  orhrr seotherr tnormall tcalculatedbypvaluee : BIC  8798.392
{hline 78}
BIC {col 7}8822.772  :              remove   pubyearr
BIC {col 7}8832.23   :              remove individualscc
BIC {col 7}8808.769  :              remove     panell
BIC {col 7}8797.314  :              remove        ivv
BIC {col 7}8798.074  :              remove westnortheuropee
BIC {col 7}8803.998  :              remove othercountryy
BIC {col 7}8802.84   :              remove numberofscvariabless
BIC {col 7}8793.15   :              remove    genderr
BIC {col 7}8820.952  :              remove educationn
BIC {col 7}8853.495  :              remove      orhrr
BIC {col 7}8821.394  :              remove   seotherr
BIC {col 7}8800.127  :              remove   tnormall
BIC {col 7}8939.823  :              remove tcalculatedbypvaluee
{hline 78}
Stage 10 reg retstatR conss cognitivee pubyearr individualscc panell ivv westnortheuropee othercountryy numberofscvariabless  educationn  orhrr seotherr tnormall tcalculatedbypvaluee : BIC   8793.15
{hline 78}
BIC {col 7}8817.129  :              remove   pubyearr
BIC {col 7}8824.492  :              remove individualscc
BIC {col 7}8804.064  :              remove     panell
BIC {col 7}8792.246  :              remove        ivv
BIC {col 7}8792.429  :              remove westnortheuropee
BIC {col 7}8797.644  :              remove othercountryy
BIC {col 7}8795.88   :              remove numberofscvariabless
BIC {col 7}8823.469  :              remove educationn
BIC {col 7}8851.894  :              remove      orhrr
BIC {col 7}8816.058  :              remove   seotherr
BIC {col 7}8795.747  :              remove   tnormall
BIC {col 7}8943.126  :              remove tcalculatedbypvaluee
{hline 78}
Stage 11 reg retstatR conss cognitivee pubyearr individualscc panell  westnortheuropee othercountryy numberofscvariabless  educationn  orhrr seotherr tnormall tcalculatedbypvaluee : BIC  8792.246
{hline 78}
BIC {col 7}8815.136  :              remove   pubyearr
BIC {col 7}8821.856  :              remove individualscc
BIC {col 7}8802.675  :              remove     panell
BIC {col 7}8792.463  :              remove westnortheuropee
BIC {col 7}8797.307  :              remove othercountryy
BIC {col 7}8793.488  :              remove numberofscvariabless
BIC {col 7}8825.528  :              remove educationn
BIC {col 7}8851.606  :              remove      orhrr
BIC {col 7}8819.497  :              remove   seotherr
BIC {col 7}8797.317  :              remove   tnormall
BIC {col 7}8940.559  :              remove tcalculatedbypvaluee

Final Model

      Source {c |}       SS           df       MS      Number of obs   ={res}     2,638
{txt}{hline 13}{c +}{hline 34}   F(13, 2624)     = {res}    50.37
{txt}       Model {c |} {res}  1035.8739        13  79.6826076   {txt}Prob > F        ={res}    0.0000
{txt}    Residual {c |} {res} 4150.61886     2,624  1.58179073   {txt}R-squared       ={res}    0.1997
{txt}{hline 13}{c +}{hline 34}   Adj R-squared   ={res}    0.1958
{txt}       Total {c |} {res} 5186.49276     2,637  1.96681561   {txt}Root MSE        =   {res} 1.2577

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2}-2.354694{col 29}{space 2} .4279663{col 40}{space 1}   -5.50{col 49}{space 3}0.000{col 57}{space 4} -3.19388{col 70}{space 3}-1.515509
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0255515{col 29}{space 2} .0022717{col 40}{space 1}   11.25{col 49}{space 3}0.000{col 57}{space 4} .0210971{col 70}{space 3}  .030006
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2} .0011825{col 29}{space 2} .0002131{col 40}{space 1}    5.55{col 49}{space 3}0.000{col 57}{space 4} .0007646{col 70}{space 3} .0016004
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0231147{col 29}{space 2} .0037718{col 40}{space 1}    6.13{col 49}{space 3}0.000{col 57}{space 4} .0157186{col 70}{space 3} .0305108
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0102812{col 29}{space 2} .0024051{col 40}{space 1}   -4.27{col 49}{space 3}0.000{col 57}{space 4}-.0149974{col 70}{space 3}-.0055651
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0068133{col 29}{space 2} .0023993{col 40}{space 1}    2.84{col 49}{space 3}0.005{col 57}{space 4} .0021086{col 70}{space 3} .0115181
{txt}{space 2}othercountryy {c |}{col 17}{res}{space 2}-.0099008{col 29}{space 2} .0027565{col 40}{space 1}   -3.59{col 49}{space 3}0.000{col 57}{space 4}-.0153059{col 70}{space 3}-.0044958
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0006271{col 29}{space 2}  .000208{col 40}{space 1}   -3.01{col 49}{space 3}0.003{col 57}{space 4}-.0010351{col 70}{space 3}-.0002192
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0149394{col 29}{space 2} .0023257{col 40}{space 1}   -6.42{col 49}{space 3}0.000{col 57}{space 4}-.0194999{col 70}{space 3} -.010379
{txt}{space 10}orhrr {c |}{col 17}{res}{space 2}-.0249334{col 29}{space 2} .0030294{col 40}{space 1}   -8.23{col 49}{space 3}0.000{col 57}{space 4}-.0308737{col 70}{space 3}-.0189932
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2} -.017449{col 29}{space 2}  .002942{col 40}{space 1}   -5.93{col 49}{space 3}0.000{col 57}{space 4}-.0232179{col 70}{space 3}-.0116801
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}-.0106384{col 29}{space 2} .0029606{col 40}{space 1}   -3.59{col 49}{space 3}0.000{col 57}{space 4}-.0164437{col 70}{space 3} -.004833
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0352453{col 29}{space 2} .0027859{col 40}{space 1}  -12.65{col 49}{space 3}0.000{col 57}{space 4}-.0407081{col 70}{space 3}-.0297825
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .3337408{col 29}{space 2} .1112401{col 40}{space 1}    3.00{col 49}{space 3}0.003{col 57}{space 4} .1156137{col 70}{space 3} .5518679
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. // Random Effects - Equal weight to each estimate (Column 3)
. regress retstatR conss cognitivee pubyearr individualscc panell westnortheuropee  ///
> othercountryy numberofscvariabless educationn orhrr seotherr tnormall ///
> tcalculatedbypvaluee if esample == 1, noc vce(cluster id)

{txt}Linear regression                               Number of obs     = {res}     2,638
                                                {txt}F(13, 154)        =  {res}    12.28
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.3190
                                                {txt}Root MSE          =    {res} 1.2596

{txt}{ralign 81:(Std. Err. adjusted for {res:155} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2}-2.341442{col 29}{space 2} 1.046818{col 40}{space 1}   -2.24{col 49}{space 3}0.027{col 57}{space 4}-4.409419{col 70}{space 3}-.2734647
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2}  .025791{col 29}{space 2} .0058419{col 40}{space 1}    4.41{col 49}{space 3}0.000{col 57}{space 4} .0142503{col 70}{space 3} .0373317
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2}  .001183{col 29}{space 2}  .000523{col 40}{space 1}    2.26{col 49}{space 3}0.025{col 57}{space 4} .0001499{col 70}{space 3} .0022161
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0230838{col 29}{space 2} .0096622{col 40}{space 1}    2.39{col 49}{space 3}0.018{col 57}{space 4} .0039963{col 70}{space 3} .0421713
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0105206{col 29}{space 2} .0051084{col 40}{space 1}   -2.06{col 49}{space 3}0.041{col 57}{space 4}-.0206122{col 70}{space 3} -.000429
{txt}westnortheur~ee {c |}{col 17}{res}{space 2}  .006013{col 29}{space 2}  .006871{col 40}{space 1}    0.88{col 49}{space 3}0.383{col 57}{space 4}-.0075606{col 70}{space 3} .0195866
{txt}{space 2}othercountryy {c |}{col 17}{res}{space 2}-.0085978{col 29}{space 2} .0081421{col 40}{space 1}   -1.06{col 49}{space 3}0.293{col 57}{space 4}-.0246824{col 70}{space 3} .0074868
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0006978{col 29}{space 2}  .000447{col 40}{space 1}   -1.56{col 49}{space 3}0.121{col 57}{space 4}-.0015809{col 70}{space 3} .0001853
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0155358{col 29}{space 2} .0061512{col 40}{space 1}   -2.53{col 49}{space 3}0.013{col 57}{space 4}-.0276874{col 70}{space 3}-.0033841
{txt}{space 10}orhrr {c |}{col 17}{res}{space 2}-.0257594{col 29}{space 2} .0086554{col 40}{space 1}   -2.98{col 49}{space 3}0.003{col 57}{space 4}-.0428581{col 70}{space 3}-.0086608
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2} -.018653{col 29}{space 2} .0080667{col 40}{space 1}   -2.31{col 49}{space 3}0.022{col 57}{space 4}-.0345886{col 70}{space 3}-.0027174
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}-.0116147{col 29}{space 2} .0086109{col 40}{space 1}   -1.35{col 49}{space 3}0.179{col 57}{space 4}-.0286254{col 70}{space 3}  .005396
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0356172{col 29}{space 2} .0078778{col 40}{space 1}   -4.52{col 49}{space 3}0.000{col 57}{space 4}-.0511796{col 70}{space 3}-.0200548
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. //////////////////////////////////////////////
> //////////////  GENERAL HEALTH  //////////////
> //////////////////////////////////////////////
> drop esample
{txt}
{com}. quietly regress retstatR conss repubbiasR cognitivee pubyearr individualscc panell ivv ///
> eastasiaa westnortheuropee highincomee othercountryy  ///
> selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall ///
> tcalculatedbypvaluee if generalhealth == 1
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect retstatR repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee ///
> highincomee othercountryy selfreportedd ///
> numberofscvariabless agee genderr educationn maritalstatuss incomee olss ///
> orhrr hlmm seotherr tnormall tcalculatedbypvaluee if esample == 1, ///
> backward bic fix(conss cognitivee)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  15700.11
{hline 78}
BIC {col 7}15696.94  :              remove repubbiasR
BIC {col 7}15695.49  :              remove   pubyearr
BIC {col 7}15700.93  :              remove individualscc
BIC {col 7}15761.05  :              remove     panell
BIC {col 7}15691.79  :              remove        ivv
BIC {col 7}15692.25  :              remove  eastasiaa
BIC {col 7}15691.76  :              remove westnortheuropee
BIC {col 7}15698.43  :              remove highincomee
BIC {col 7}15730.23  :              remove othercountryy
BIC {col 7}15712.55  :              remove selfreportedd
BIC {col 7}15705.92  :              remove numberofscvariabless
BIC {col 7}15691.64  :              remove       agee
BIC {col 7}15692.66  :              remove    genderr
BIC {col 7}15713.49  :              remove educationn
BIC {col 7}15693.32  :              remove maritalstatuss
BIC {col 7}15696.74  :              remove    incomee
BIC {col 7}15693.71  :              remove       olss
BIC {col 7}15697.45  :              remove      orhrr
BIC {col 7}15691.65  :              remove       hlmm
BIC {col 7}15691.85  :              remove   seotherr
BIC {col 7}15697.48  :              remove   tnormall
BIC {col 7}15708.8   :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  15691.64
{hline 78}
BIC {col 7}15688.47  :              remove repubbiasR
BIC {col 7}15687.01  :              remove   pubyearr
BIC {col 7}15692.45  :              remove individualscc
BIC {col 7}15752.6   :              remove     panell
BIC {col 7}15683.32  :              remove        ivv
BIC {col 7}15683.77  :              remove  eastasiaa
BIC {col 7}15683.28  :              remove westnortheuropee
BIC {col 7}15689.99  :              remove highincomee
BIC {col 7}15721.83  :              remove othercountryy
BIC {col 7}15704.65  :              remove selfreportedd
BIC {col 7}15697.48  :              remove numberofscvariabless
BIC {col 7}15684.29  :              remove    genderr
BIC {col 7}15707.3   :              remove educationn
BIC {col 7}15684.84  :              remove maritalstatuss
BIC {col 7}15688.27  :              remove    incomee
BIC {col 7}15685.23  :              remove       olss
BIC {col 7}15689.08  :              remove      orhrr
BIC {col 7}15683.17  :              remove       hlmm
BIC {col 7}15683.37  :              remove   seotherr
BIC {col 7}15689.04  :              remove   tnormall
BIC {col 7}15700.38  :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless genderr educationn maritalstatuss incomee olss orhrr seotherr tnormall tcalculatedbypvaluee : BIC  15683.17
{hline 78}
BIC {col 7}15680     :              remove repubbiasR
BIC {col 7}15678.53  :              remove   pubyearr
BIC {col 7}15684.53  :              remove individualscc
BIC {col 7}15744.21  :              remove     panell
BIC {col 7}15674.88  :              remove        ivv
BIC {col 7}15675.3   :              remove  eastasiaa
BIC {col 7}15674.81  :              remove westnortheuropee
BIC {col 7}15681.57  :              remove highincomee
BIC {col 7}15713.35  :              remove othercountryy
BIC {col 7}15696.17  :              remove selfreportedd
BIC {col 7}15689     :              remove numberofscvariabless
BIC {col 7}15675.82  :              remove    genderr
BIC {col 7}15698.84  :              remove educationn
BIC {col 7}15676.36  :              remove maritalstatuss
BIC {col 7}15679.8   :              remove    incomee
BIC {col 7}15677.2   :              remove       olss
BIC {col 7}15681.66  :              remove      orhrr
BIC {col 7}15674.92  :              remove   seotherr
BIC {col 7}15680.89  :              remove   tnormall
BIC {col 7}15692.24  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv eastasiaa highincomee othercountryy selfreportedd numberofscvariabless genderr educationn maritalstatuss incomee olss orhrr seotherr tnormall tcalculatedbypvaluee : BIC  15674.81
{hline 78}
BIC {col 7}15671.65  :              remove repubbiasR
BIC {col 7}15670.45  :              remove   pubyearr
BIC {col 7}15676.23  :              remove individualscc
BIC {col 7}15735.79  :              remove     panell
BIC {col 7}15666.53  :              remove        ivv
BIC {col 7}15666.93  :              remove  eastasiaa
BIC {col 7}15675.49  :              remove highincomee
BIC {col 7}15741.69  :              remove othercountryy
BIC {col 7}15688.14  :              remove selfreportedd
BIC {col 7}15680.52  :              remove numberofscvariabless
BIC {col 7}15667.4   :              remove    genderr
BIC {col 7}15690.41  :              remove educationn
BIC {col 7}15667.95  :              remove maritalstatuss
BIC {col 7}15671.48  :              remove    incomee
BIC {col 7}15668.74  :              remove       olss
BIC {col 7}15673.4   :              remove      orhrr
BIC {col 7}15666.6   :              remove   seotherr
BIC {col 7}15673.21  :              remove   tnormall
BIC {col 7}15683.86  :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell eastasiaa highincomee othercountryy selfreportedd numberofscvariabless genderr educationn maritalstatuss incomee olss orhrr seotherr tnormall tcalculatedbypvaluee : BIC  15666.53
{hline 78}
BIC {col 7}15663.92  :              remove repubbiasR
BIC {col 7}15662.28  :              remove   pubyearr
BIC {col 7}15667.81  :              remove individualscc
BIC {col 7}15727.32  :              remove     panell
BIC {col 7}15658.77  :              remove  eastasiaa
BIC {col 7}15667.28  :              remove highincomee
BIC {col 7}15734.85  :              remove othercountryy
BIC {col 7}15680.08  :              remove selfreportedd
BIC {col 7}15672.11  :              remove numberofscvariabless
BIC {col 7}15659.28  :              remove    genderr
BIC {col 7}15682.18  :              remove educationn
BIC {col 7}15659.6   :              remove maritalstatuss
BIC {col 7}15663.49  :              remove    incomee
BIC {col 7}15660.28  :              remove       olss
BIC {col 7}15665.59  :              remove      orhrr
BIC {col 7}15658.28  :              remove   seotherr
BIC {col 7}15664.76  :              remove   tnormall
BIC {col 7}15676.01  :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell eastasiaa highincomee othercountryy selfreportedd numberofscvariabless genderr educationn maritalstatuss incomee olss orhrr  tnormall tcalculatedbypvaluee : BIC  15658.28
{hline 78}
BIC {col 7}15655.95  :              remove repubbiasR
BIC {col 7}15654.14  :              remove   pubyearr
BIC {col 7}15660.47  :              remove individualscc
BIC {col 7}15719.92  :              remove     panell
BIC {col 7}15650.48  :              remove  eastasiaa
BIC {col 7}15658.8   :              remove highincomee
BIC {col 7}15726.53  :              remove othercountryy
BIC {col 7}15671.61  :              remove selfreportedd
BIC {col 7}15663.79  :              remove numberofscvariabless
BIC {col 7}15651.1   :              remove    genderr
BIC {col 7}15674.88  :              remove educationn
BIC {col 7}15651.3   :              remove maritalstatuss
BIC {col 7}15655.16  :              remove    incomee
BIC {col 7}15651.8   :              remove       olss
BIC {col 7}15662.16  :              remove      orhrr
BIC {col 7}15656.42  :              remove   tnormall
BIC {col 7}15667.57  :              remove tcalculatedbypvaluee
{hline 78}
Stage 6 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell  highincomee othercountryy selfreportedd numberofscvariabless genderr educationn maritalstatuss incomee olss orhrr  tnormall tcalculatedbypvaluee : BIC  15650.48
{hline 78}
BIC {col 7}15647.7   :              remove repubbiasR
BIC {col 7}15648.31  :              remove   pubyearr
BIC {col 7}15652.9   :              remove individualscc
BIC {col 7}15711.46  :              remove     panell
BIC {col 7}15650.34  :              remove highincomee
BIC {col 7}15724.66  :              remove othercountryy
BIC {col 7}15663.43  :              remove selfreportedd
BIC {col 7}15657.87  :              remove numberofscvariabless
BIC {col 7}15643.34  :              remove    genderr
BIC {col 7}15667.15  :              remove educationn
BIC {col 7}15643.62  :              remove maritalstatuss
BIC {col 7}15647.2   :              remove    incomee
BIC {col 7}15643.93  :              remove       olss
BIC {col 7}15655.08  :              remove      orhrr
BIC {col 7}15649.3   :              remove   tnormall
BIC {col 7}15659.9   :              remove tcalculatedbypvaluee
{hline 78}
Stage 7 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell  highincomee othercountryy selfreportedd numberofscvariabless  educationn maritalstatuss incomee olss orhrr  tnormall tcalculatedbypvaluee : BIC  15643.34
{hline 78}
BIC {col 7}15640.29  :              remove repubbiasR
BIC {col 7}15642.1   :              remove   pubyearr
BIC {col 7}15646.53  :              remove individualscc
BIC {col 7}15704.1   :              remove     panell
BIC {col 7}15643     :              remove highincomee
BIC {col 7}15717.08  :              remove othercountryy
BIC {col 7}15655.92  :              remove selfreportedd
BIC {col 7}15653.04  :              remove numberofscvariabless
BIC {col 7}15659.3   :              remove educationn
BIC {col 7}15636.18  :              remove maritalstatuss
BIC {col 7}15639.77  :              remove    incomee
BIC {col 7}15636.7   :              remove       olss
BIC {col 7}15647.74  :              remove      orhrr
BIC {col 7}15641.59  :              remove   tnormall
BIC {col 7}15654.18  :              remove tcalculatedbypvaluee
{hline 78}
Stage 8 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell  highincomee othercountryy selfreportedd numberofscvariabless  educationn incomee olss orhrr  tnormall tcalculatedbypvaluee : BIC  15636.18
{hline 78}
BIC {col 7}15633.52  :              remove repubbiasR
BIC {col 7}15634.69  :              remove   pubyearr
BIC {col 7}15638.73  :              remove individualscc
BIC {col 7}15702.09  :              remove     panell
BIC {col 7}15635.44  :              remove highincomee
BIC {col 7}15709.77  :              remove othercountryy
BIC {col 7}15649.92  :              remove selfreportedd
BIC {col 7}15645.56  :              remove numberofscvariabless
BIC {col 7}15660.65  :              remove educationn
BIC {col 7}15634.88  :              remove    incomee
BIC {col 7}15629.41  :              remove       olss
BIC {col 7}15641     :              remove      orhrr
BIC {col 7}15634.34  :              remove   tnormall
BIC {col 7}15646.53  :              remove tcalculatedbypvaluee
{hline 78}
Stage 9 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell  highincomee othercountryy selfreportedd numberofscvariabless  educationn incomee orhrr  tnormall tcalculatedbypvaluee : BIC  15629.41
{hline 78}
BIC {col 7}15626.37  :              remove repubbiasR
BIC {col 7}15627.27  :              remove   pubyearr
BIC {col 7}15630.99  :              remove individualscc
BIC {col 7}15694.27  :              remove     panell
BIC {col 7}15627.95  :              remove highincomee
BIC {col 7}15701.68  :              remove othercountryy
BIC {col 7}15647.63  :              remove selfreportedd
BIC {col 7}15639.98  :              remove numberofscvariabless
BIC {col 7}15654.77  :              remove educationn
BIC {col 7}15628.16  :              remove    incomee
BIC {col 7}15637.86  :              remove      orhrr
BIC {col 7}15626.75  :              remove   tnormall
BIC {col 7}15642.1   :              remove tcalculatedbypvaluee
{hline 78}
Stage 10 reg retstatR conss cognitivee pubyearr individualscc panell  highincomee othercountryy selfreportedd numberofscvariabless  educationn incomee orhrr  tnormall tcalculatedbypvaluee : BIC  15626.37
{hline 78}
BIC {col 7}15624.58  :              remove   pubyearr
BIC {col 7}15627.78  :              remove individualscc
BIC {col 7}15696.83  :              remove     panell
BIC {col 7}15626.51  :              remove highincomee
BIC {col 7}15699.38  :              remove othercountryy
BIC {col 7}15644.47  :              remove selfreportedd
BIC {col 7}15638.7   :              remove numberofscvariabless
BIC {col 7}15653.33  :              remove educationn
BIC {col 7}15625.5   :              remove    incomee
BIC {col 7}15638.12  :              remove      orhrr
BIC {col 7}15622.92  :              remove   tnormall
BIC {col 7}15641.2   :              remove tcalculatedbypvaluee
{hline 78}
Stage 11 reg retstatR conss cognitivee pubyearr individualscc panell  highincomee othercountryy selfreportedd numberofscvariabless  educationn incomee orhrr  tcalculatedbypvaluee : BIC  15622.92
{hline 78}
BIC {col 7}15620.84  :              remove   pubyearr
BIC {col 7}15626.62  :              remove individualscc
BIC {col 7}15690.31  :              remove     panell
BIC {col 7}15623.94  :              remove highincomee
BIC {col 7}15693.6   :              remove othercountryy
BIC {col 7}15642.48  :              remove selfreportedd
BIC {col 7}15639.13  :              remove numberofscvariabless
BIC {col 7}15649.88  :              remove educationn
BIC {col 7}15620.46  :              remove    incomee
BIC {col 7}15629.8   :              remove      orhrr
BIC {col 7}15653.67  :              remove tcalculatedbypvaluee
{hline 78}
Stage 12 reg retstatR conss cognitivee pubyearr individualscc panell  highincomee othercountryy selfreportedd numberofscvariabless  educationn  orhrr  tcalculatedbypvaluee : BIC  15620.46
{hline 78}
BIC {col 7}15618.77  :              remove   pubyearr
BIC {col 7}15626.43  :              remove individualscc
BIC {col 7}15690.67  :              remove     panell
BIC {col 7}15624.53  :              remove highincomee
BIC {col 7}15687.47  :              remove othercountryy
BIC {col 7}15639.19  :              remove selfreportedd
BIC {col 7}15634.85  :              remove numberofscvariabless
BIC {col 7}15661.05  :              remove educationn
BIC {col 7}15628.63  :              remove      orhrr
BIC {col 7}15652.9   :              remove tcalculatedbypvaluee
{hline 78}
Stage 13 reg retstatR conss cognitivee individualscc panell  highincomee othercountryy selfreportedd numberofscvariabless  educationn  orhrr  tcalculatedbypvaluee : BIC  15618.77
{hline 78}
BIC {col 7}15623.74  :              remove individualscc
BIC {col 7}15687.25  :              remove     panell
BIC {col 7}15621.11  :              remove highincomee
BIC {col 7}15696.9   :              remove othercountryy
BIC {col 7}15641.65  :              remove selfreportedd
BIC {col 7}15643.47  :              remove numberofscvariabless
BIC {col 7}15662.89  :              remove educationn
BIC {col 7}15627.55  :              remove      orhrr
BIC {col 7}15648.06  :              remove tcalculatedbypvaluee

Final Model

      Source {c |}       SS           df       MS      Number of obs   ={res}     4,810
{txt}{hline 13}{c +}{hline 34}   F(11, 4798)     = {res}    34.71
{txt}       Model {c |} {res} 564.237253        11  51.2942957   {txt}Prob > F        ={res}    0.0000
{txt}    Residual {c |} {res} 7090.90374     4,798   1.4778874   {txt}R-squared       ={res}    0.0737
{txt}{hline 13}{c +}{hline 34}   Adj R-squared   ={res}    0.0716
{txt}       Total {c |} {res}   7655.141     4,809  1.59183635   {txt}Root MSE        =   {res} 1.2157

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2}-.0072132{col 29}{space 2} .0058461{col 40}{space 1}   -1.23{col 49}{space 3}0.217{col 57}{space 4}-.0186742{col 70}{space 3} .0042478
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0053559{col 29}{space 2} .0014501{col 40}{space 1}    3.69{col 49}{space 3}0.000{col 57}{space 4} .0025132{col 70}{space 3} .0081987
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0073523{col 29}{space 2}  .002006{col 40}{space 1}    3.67{col 49}{space 3}0.000{col 57}{space 4} .0034196{col 70}{space 3} .0112849
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0140369{col 29}{space 2} .0015956{col 40}{space 1}   -8.80{col 49}{space 3}0.000{col 57}{space 4}-.0171651{col 70}{space 3}-.0109087
{txt}{space 4}highincomee {c |}{col 17}{res}{space 2}-.0080693{col 29}{space 2} .0024541{col 40}{space 1}   -3.29{col 49}{space 3}0.001{col 57}{space 4}-.0128806{col 70}{space 3}-.0032581
{txt}{space 2}othercountryy {c |}{col 17}{res}{space 2}-.0166041{col 29}{space 2} .0017783{col 40}{space 1}   -9.34{col 49}{space 3}0.000{col 57}{space 4}-.0200905{col 70}{space 3}-.0131177
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0221896{col 29}{space 2} .0039608{col 40}{space 1}    5.60{col 49}{space 3}0.000{col 57}{space 4} .0144245{col 70}{space 3} .0299546
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0007808{col 29}{space 2} .0001355{col 40}{space 1}   -5.76{col 49}{space 3}0.000{col 57}{space 4}-.0010464{col 70}{space 3}-.0005152
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0110483{col 29}{space 2} .0015211{col 40}{space 1}   -7.26{col 49}{space 3}0.000{col 57}{space 4}-.0140303{col 70}{space 3}-.0080662
{txt}{space 10}orhrr {c |}{col 17}{res}{space 2} .0059733{col 29}{space 2} .0014381{col 40}{space 1}    4.15{col 49}{space 3}0.000{col 57}{space 4} .0031539{col 70}{space 3} .0087926
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0123971{col 29}{space 2} .0020157{col 40}{space 1}   -6.15{col 49}{space 3}0.000{col 57}{space 4}-.0163488{col 70}{space 3}-.0084455
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .6243675{col 29}{space 2} .1098829{col 40}{space 1}    5.68{col 49}{space 3}0.000{col 57}{space 4} .4089467{col 70}{space 3} .8397884
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. // Random Effects - Equal weight to each estimate (Column 3)
. regress retstatR conss cognitivee individualscc panell highincomee  ///
> othercountryy selfreportedd numberofscvariabless educationn orhrr  ///
> tcalculatedbypvaluee if esample == 1, noc vce(cluster id)

{txt}Linear regression                               Number of obs     = {res}     4,810
                                                {txt}F(11, 240)        =  {res}    35.58
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.3643
                                                {txt}Root MSE          =    {res} 1.2196

{txt}{ralign 81:(Std. Err. adjusted for {res:241} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} .0146777{col 29}{space 2} .0092165{col 40}{space 1}    1.59{col 49}{space 3}0.113{col 57}{space 4}-.0034779{col 70}{space 3} .0328332
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0046733{col 29}{space 2} .0040463{col 40}{space 1}    1.15{col 49}{space 3}0.249{col 57}{space 4}-.0032974{col 70}{space 3} .0126441
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0080484{col 29}{space 2} .0064626{col 40}{space 1}    1.25{col 49}{space 3}0.214{col 57}{space 4}-.0046823{col 70}{space 3} .0207792
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0154153{col 29}{space 2} .0045192{col 40}{space 1}   -3.41{col 49}{space 3}0.001{col 57}{space 4}-.0243177{col 70}{space 3}-.0065128
{txt}{space 4}highincomee {c |}{col 17}{res}{space 2}-.0071393{col 29}{space 2} .0073127{col 40}{space 1}   -0.98{col 49}{space 3}0.330{col 57}{space 4}-.0215445{col 70}{space 3}  .007266
{txt}{space 2}othercountryy {c |}{col 17}{res}{space 2}-.0153581{col 29}{space 2} .0045511{col 40}{space 1}   -3.37{col 49}{space 3}0.001{col 57}{space 4}-.0243233{col 70}{space 3}-.0063929
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0229346{col 29}{space 2} .0068726{col 40}{space 1}    3.34{col 49}{space 3}0.001{col 57}{space 4} .0093962{col 70}{space 3} .0364729
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0009343{col 29}{space 2} .0003887{col 40}{space 1}   -2.40{col 49}{space 3}0.017{col 57}{space 4}   -.0017{col 70}{space 3}-.0001686
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0116357{col 29}{space 2} .0041425{col 40}{space 1}   -2.81{col 49}{space 3}0.005{col 57}{space 4}-.0197959{col 70}{space 3}-.0034754
{txt}{space 10}orhrr {c |}{col 17}{res}{space 2} .0066437{col 29}{space 2} .0044604{col 40}{space 1}    1.49{col 49}{space 3}0.138{col 57}{space 4}-.0021429{col 70}{space 3} .0154304
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0121787{col 29}{space 2} .0043552{col 40}{space 1}   -2.80{col 49}{space 3}0.006{col 57}{space 4} -.020758{col 70}{space 3}-.0035994
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. /////////////////////////////////////////////////////////////////
> //////////////  FULL SAMPLE w/ INTERACTION TERMS  ///////////////
> /////////////////////////////////////////////////////////////////
> drop esample
{txt}
{com}. quietly regress retstatR conss repubbiasR cognitivee pubyearr individualscc panell ivv ///
> eastasiaa westnortheuropee highincomee othercountryy physicalhealthh ///
> mentalhealthh selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall ///
> tcalculatedbypvaluee
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect retstatR repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy ///
> physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee , ///
> backward bic fix(conss cognitivee cogphysicall cogmentall)
{txt}{p 0 4 2}1002{txt} observations containing missing predictor values{p_end}

BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg retstatR conss cognitivee cogphysicall cogmentall repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  37793.45
{hline 78}
BIC {col 7}37790.33  :              remove repubbiasR
BIC {col 7}37784.12  :              remove   pubyearr
BIC {col 7}37841.5   :              remove individualscc
BIC {col 7}37890.17  :              remove     panell
BIC {col 7}37785.87  :              remove        ivv
BIC {col 7}37788.83  :              remove  eastasiaa
BIC {col 7}37866.37  :              remove westnortheuropee
BIC {col 7}37784.74  :              remove highincomee
BIC {col 7}37807.24  :              remove othercountryy
BIC {col 7}37826.09  :              remove physicalhealthh
BIC {col 7}37865.28  :              remove mentalhealthh
BIC {col 7}37787.37  :              remove selfreportedd
BIC {col 7}37831.99  :              remove numberofscvariabless
BIC {col 7}37787.73  :              remove       agee
BIC {col 7}37792.46  :              remove    genderr
BIC {col 7}37811.66  :              remove educationn
BIC {col 7}37784.91  :              remove maritalstatuss
BIC {col 7}37784.2   :              remove    incomee
BIC {col 7}37788.31  :              remove       olss
BIC {col 7}37784.25  :              remove      orhrr
BIC {col 7}37784.7   :              remove       hlmm
BIC {col 7}37805.77  :              remove   seotherr
BIC {col 7}37788.51  :              remove   tnormall
BIC {col 7}38044.84  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg retstatR conss cognitivee cogphysicall cogmentall repubbiasR individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  37784.12
{hline 78}
BIC {col 7}37780.96  :              remove repubbiasR
BIC {col 7}37832.56  :              remove individualscc
BIC {col 7}37883.49  :              remove     panell
BIC {col 7}37776.51  :              remove        ivv
BIC {col 7}37780.12  :              remove  eastasiaa
BIC {col 7}37860.63  :              remove westnortheuropee
BIC {col 7}37775.46  :              remove highincomee
BIC {col 7}37798.63  :              remove othercountryy
BIC {col 7}37816.84  :              remove physicalhealthh
BIC {col 7}37856.28  :              remove mentalhealthh
BIC {col 7}37778.14  :              remove selfreportedd
BIC {col 7}37822.64  :              remove numberofscvariabless
BIC {col 7}37778.46  :              remove       agee
BIC {col 7}37783.26  :              remove    genderr
BIC {col 7}37802.3   :              remove educationn
BIC {col 7}37775.57  :              remove maritalstatuss
BIC {col 7}37774.89  :              remove    incomee
BIC {col 7}37779.02  :              remove       olss
BIC {col 7}37774.9   :              remove      orhrr
BIC {col 7}37775.37  :              remove       hlmm
BIC {col 7}37796.4   :              remove   seotherr
BIC {col 7}37779.25  :              remove   tnormall
BIC {col 7}38038.73  :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg retstatR conss cognitivee cogphysicall cogmentall repubbiasR individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  37774.89
{hline 78}
BIC {col 7}37771.81  :              remove repubbiasR
BIC {col 7}37823.48  :              remove individualscc
BIC {col 7}37874.21  :              remove     panell
BIC {col 7}37767.22  :              remove        ivv
BIC {col 7}37770.85  :              remove  eastasiaa
BIC {col 7}37852.05  :              remove westnortheuropee
BIC {col 7}37766.36  :              remove highincomee
BIC {col 7}37789.43  :              remove othercountryy
BIC {col 7}37808.45  :              remove physicalhealthh
BIC {col 7}37846.98  :              remove mentalhealthh
BIC {col 7}37768.81  :              remove selfreportedd
BIC {col 7}37813.43  :              remove numberofscvariabless
BIC {col 7}37769.34  :              remove       agee
BIC {col 7}37774     :              remove    genderr
BIC {col 7}37794.28  :              remove educationn
BIC {col 7}37766.23  :              remove maritalstatuss
BIC {col 7}37769.75  :              remove       olss
BIC {col 7}37765.67  :              remove      orhrr
BIC {col 7}37766.15  :              remove       hlmm
BIC {col 7}37787.3   :              remove   seotherr
BIC {col 7}37770.27  :              remove   tnormall
BIC {col 7}38030.28  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg retstatR conss cognitivee cogphysicall cogmentall repubbiasR individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  37765.67
{hline 78}
BIC {col 7}37762.66  :              remove repubbiasR
BIC {col 7}37814.24  :              remove individualscc
BIC {col 7}37865.55  :              remove     panell
BIC {col 7}37757.85  :              remove        ivv
BIC {col 7}37761.55  :              remove  eastasiaa
BIC {col 7}37842.81  :              remove westnortheuropee
BIC {col 7}37757.2   :              remove highincomee
BIC {col 7}37780.08  :              remove othercountryy
BIC {col 7}37799.44  :              remove physicalhealthh
BIC {col 7}37837.84  :              remove mentalhealthh
BIC {col 7}37759.61  :              remove selfreportedd
BIC {col 7}37804.08  :              remove numberofscvariabless
BIC {col 7}37760.67  :              remove       agee
BIC {col 7}37764.67  :              remove    genderr
BIC {col 7}37784.9   :              remove educationn
BIC {col 7}37757.02  :              remove maritalstatuss
BIC {col 7}37764.08  :              remove       olss
BIC {col 7}37757.6   :              remove       hlmm
BIC {col 7}37778.01  :              remove   seotherr
BIC {col 7}37762.72  :              remove   tnormall
BIC {col 7}38040.63  :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg retstatR conss cognitivee cogphysicall cogmentall repubbiasR individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn  olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  37757.02
{hline 78}
BIC {col 7}37754.42  :              remove repubbiasR
BIC {col 7}37805.33  :              remove individualscc
BIC {col 7}37858.97  :              remove     panell
BIC {col 7}37749.19  :              remove        ivv
BIC {col 7}37753.1   :              remove  eastasiaa
BIC {col 7}37836.4   :              remove westnortheuropee
BIC {col 7}37748.46  :              remove highincomee
BIC {col 7}37771.37  :              remove othercountryy
BIC {col 7}37790.08  :              remove physicalhealthh
BIC {col 7}37830.79  :              remove mentalhealthh
BIC {col 7}37750.83  :              remove selfreportedd
BIC {col 7}37794.7   :              remove numberofscvariabless
BIC {col 7}37752.11  :              remove       agee
BIC {col 7}37756.92  :              remove    genderr
BIC {col 7}37781.07  :              remove educationn
BIC {col 7}37755.44  :              remove       olss
BIC {col 7}37748.91  :              remove       hlmm
BIC {col 7}37769.59  :              remove   seotherr
BIC {col 7}37754.15  :              remove   tnormall
BIC {col 7}38033.13  :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg retstatR conss cognitivee cogphysicall cogmentall repubbiasR individualscc panell ivv eastasiaa westnortheuropee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn  olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  37748.46
{hline 78}
BIC {col 7}37745.25  :              remove repubbiasR
BIC {col 7}37796.03  :              remove individualscc
BIC {col 7}37852.94  :              remove     panell
BIC {col 7}37740.62  :              remove        ivv
BIC {col 7}37743.78  :              remove  eastasiaa
BIC {col 7}37845.03  :              remove westnortheuropee
BIC {col 7}37772.41  :              remove othercountryy
BIC {col 7}37781.76  :              remove physicalhealthh
BIC {col 7}37822.28  :              remove mentalhealthh
BIC {col 7}37742.47  :              remove selfreportedd
BIC {col 7}37785.36  :              remove numberofscvariabless
BIC {col 7}37744.36  :              remove       agee
BIC {col 7}37747.85  :              remove    genderr
BIC {col 7}37771.94  :              remove educationn
BIC {col 7}37746.29  :              remove       olss
BIC {col 7}37740.36  :              remove       hlmm
BIC {col 7}37761.11  :              remove   seotherr
BIC {col 7}37745.24  :              remove   tnormall
BIC {col 7}38024.61  :              remove tcalculatedbypvaluee
{hline 78}
Stage 6 reg retstatR conss cognitivee cogphysicall cogmentall repubbiasR individualscc panell ivv eastasiaa westnortheuropee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn  olss  seotherr tnormall tcalculatedbypvaluee : BIC  37740.36
{hline 78}
BIC {col 7}37736.88  :              remove repubbiasR
BIC {col 7}37787.07  :              remove individualscc
BIC {col 7}37845.25  :              remove     panell
BIC {col 7}37733.07  :              remove        ivv
BIC {col 7}37735.81  :              remove  eastasiaa
BIC {col 7}37839.56  :              remove westnortheuropee
BIC {col 7}37763.4   :              remove othercountryy
BIC {col 7}37773.99  :              remove physicalhealthh
BIC {col 7}37813.63  :              remove mentalhealthh
BIC {col 7}37734.21  :              remove selfreportedd
BIC {col 7}37776.5   :              remove numberofscvariabless
BIC {col 7}37736.31  :              remove       agee
BIC {col 7}37739.73  :              remove    genderr
BIC {col 7}37763.69  :              remove educationn
BIC {col 7}37737.41  :              remove       olss
BIC {col 7}37760.72  :              remove   seotherr
BIC {col 7}37736.5   :              remove   tnormall
BIC {col 7}38018.15  :              remove tcalculatedbypvaluee
{hline 78}
Stage 7 reg retstatR conss cognitivee cogphysicall cogmentall repubbiasR individualscc panell eastasiaa westnortheuropee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn  olss  seotherr tnormall tcalculatedbypvaluee : BIC  37733.07
{hline 78}
BIC {col 7}37730.55  :              remove repubbiasR
BIC {col 7}37778.95  :              remove individualscc
BIC {col 7}37837.66  :              remove     panell
BIC {col 7}37727.93  :              remove  eastasiaa
BIC {col 7}37832.26  :              remove westnortheuropee
BIC {col 7}37758.34  :              remove othercountryy
BIC {col 7}37765.92  :              remove physicalhealthh
BIC {col 7}37806.72  :              remove mentalhealthh
BIC {col 7}37726.99  :              remove selfreportedd
BIC {col 7}37767.52  :              remove numberofscvariabless
BIC {col 7}37729.35  :              remove       agee
BIC {col 7}37731.72  :              remove    genderr
BIC {col 7}37756.92  :              remove educationn
BIC {col 7}37731.31  :              remove       olss
BIC {col 7}37753.58  :              remove   seotherr
BIC {col 7}37728.28  :              remove   tnormall
BIC {col 7}38016.18  :              remove tcalculatedbypvaluee
{hline 78}
Stage 8 reg retstatR conss cognitivee cogphysicall cogmentall repubbiasR individualscc panell eastasiaa westnortheuropee othercountryy physicalhealthh mentalhealthh numberofscvariabless agee genderr educationn  olss  seotherr tnormall tcalculatedbypvaluee : BIC  37726.99
{hline 78}
BIC {col 7}37725.02  :              remove repubbiasR
BIC {col 7}37772.28  :              remove individualscc
BIC {col 7}37848.05  :              remove     panell
BIC {col 7}37721.55  :              remove  eastasiaa
BIC {col 7}37824.85  :              remove westnortheuropee
BIC {col 7}37754.19  :              remove othercountryy
BIC {col 7}37813.59  :              remove physicalhealthh
BIC {col 7}37804.78  :              remove mentalhealthh
BIC {col 7}37762.16  :              remove numberofscvariabless
BIC {col 7}37724.22  :              remove       agee
BIC {col 7}37726.14  :              remove    genderr
BIC {col 7}37749.48  :              remove educationn
BIC {col 7}37726.22  :              remove       olss
BIC {col 7}37745.45  :              remove   seotherr
BIC {col 7}37722.61  :              remove   tnormall
BIC {col 7}38009.75  :              remove tcalculatedbypvaluee
{hline 78}
Stage 9 reg retstatR conss cognitivee cogphysicall cogmentall repubbiasR individualscc panell  westnortheuropee othercountryy physicalhealthh mentalhealthh numberofscvariabless agee genderr educationn  olss  seotherr tnormall tcalculatedbypvaluee : BIC  37721.55
{hline 78}
BIC {col 7}37720.93  :              remove repubbiasR
BIC {col 7}37767.93  :              remove individualscc
BIC {col 7}37843.54  :              remove     panell
BIC {col 7}37827.68  :              remove westnortheuropee
BIC {col 7}37764.89  :              remove othercountryy
BIC {col 7}37813.48  :              remove physicalhealthh
BIC {col 7}37806.74  :              remove mentalhealthh
BIC {col 7}37754.19  :              remove numberofscvariabless
BIC {col 7}37718.39  :              remove       agee
BIC {col 7}37719.83  :              remove    genderr
BIC {col 7}37745.96  :              remove educationn
BIC {col 7}37719.93  :              remove       olss
BIC {col 7}37739.1   :              remove   seotherr
BIC {col 7}37716.94  :              remove   tnormall
BIC {col 7}38005.54  :              remove tcalculatedbypvaluee
{hline 78}
Stage 10 reg retstatR conss cognitivee cogphysicall cogmentall repubbiasR individualscc panell  westnortheuropee othercountryy physicalhealthh mentalhealthh numberofscvariabless agee genderr educationn  olss  seotherr tcalculatedbypvaluee : BIC  37716.94
{hline 78}
BIC {col 7}37715.59  :              remove repubbiasR
BIC {col 7}37767.45  :              remove individualscc
BIC {col 7}37835.28  :              remove     panell
BIC {col 7}37819.98  :              remove westnortheuropee
BIC {col 7}37759.39  :              remove othercountryy
BIC {col 7}37819.05  :              remove physicalhealthh
BIC {col 7}37805.83  :              remove mentalhealthh
BIC {col 7}37759.12  :              remove numberofscvariabless
BIC {col 7}37714.54  :              remove       agee
BIC {col 7}37715.5   :              remove    genderr
BIC {col 7}37740.39  :              remove educationn
BIC {col 7}37720.48  :              remove       olss
BIC {col 7}37730.06  :              remove   seotherr
BIC {col 7}38053.54  :              remove tcalculatedbypvaluee
{hline 78}
Stage 11 reg retstatR conss cognitivee cogphysicall cogmentall repubbiasR individualscc panell  westnortheuropee othercountryy physicalhealthh mentalhealthh numberofscvariabless genderr educationn  olss  seotherr tcalculatedbypvaluee : BIC  37714.54
{hline 78}
BIC {col 7}37712.99  :              remove repubbiasR
BIC {col 7}37762.03  :              remove individualscc
BIC {col 7}37833.12  :              remove     panell
BIC {col 7}37813.56  :              remove westnortheuropee
BIC {col 7}37756.25  :              remove othercountryy
BIC {col 7}37820.91  :              remove physicalhealthh
BIC {col 7}37802.34  :              remove mentalhealthh
BIC {col 7}37753.66  :              remove numberofscvariabless
BIC {col 7}37720.39  :              remove    genderr
BIC {col 7}37749.39  :              remove educationn
BIC {col 7}37717.87  :              remove       olss
BIC {col 7}37728.89  :              remove   seotherr
BIC {col 7}38045.11  :              remove tcalculatedbypvaluee
{hline 78}
Stage 12 reg retstatR conss cognitivee cogphysicall cogmentall individualscc panell  westnortheuropee othercountryy physicalhealthh mentalhealthh numberofscvariabless genderr educationn  olss  seotherr tcalculatedbypvaluee : BIC  37712.99
{hline 78}
BIC {col 7}37762.86  :              remove individualscc
BIC {col 7}37834.08  :              remove     panell
BIC {col 7}37813.29  :              remove westnortheuropee
BIC {col 7}37753.02  :              remove othercountryy
BIC {col 7}37818.69  :              remove physicalhealthh
BIC {col 7}37800.91  :              remove mentalhealthh
BIC {col 7}37754.23  :              remove numberofscvariabless
BIC {col 7}37721.34  :              remove    genderr
BIC {col 7}37748.08  :              remove educationn
BIC {col 7}37715.93  :              remove       olss
BIC {col 7}37732.51  :              remove   seotherr
BIC {col 7}38051.43  :              remove tcalculatedbypvaluee

Final Model

      Source {c |}       SS           df       MS      Number of obs   ={res}    11,776
{txt}{hline 13}{c +}{hline 34}   F(16, 11759)    = {res}   104.36
{txt}       Model {c |} {res} 2375.65805        16  148.478628   {txt}Prob > F        ={res}    0.0000
{txt}    Residual {c |} {res} 16729.6695    11,759  1.42271192   {txt}R-squared       ={res}    0.1243
{txt}{hline 13}{c +}{hline 34}   Adj R-squared   ={res}    0.1232
{txt}       Total {c |} {res} 19105.3275    11,775  1.62253312   {txt}Root MSE        =   {res} 1.1928

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} .0051172{col 29}{space 2} .0028579{col 40}{space 1}    1.79{col 49}{space 3}0.073{col 57}{space 4}-.0004848{col 70}{space 3} .0107192
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0055231{col 29}{space 2} .0013916{col 40}{space 1}    3.97{col 49}{space 3}0.000{col 57}{space 4} .0027953{col 70}{space 3} .0082509
{txt}{space 3}cogphysicall {c |}{col 17}{res}{space 2} .0046789{col 29}{space 2}  .002183{col 40}{space 1}    2.14{col 49}{space 3}0.032{col 57}{space 4} .0003998{col 70}{space 3} .0089579
{txt}{space 5}cogmentall {c |}{col 17}{res}{space 2} .0208821{col 29}{space 2}  .002376{col 40}{space 1}    8.79{col 49}{space 3}0.000{col 57}{space 4} .0162248{col 70}{space 3} .0255394
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0113552{col 29}{space 2} .0014745{col 40}{space 1}    7.70{col 49}{space 3}0.000{col 57}{space 4}  .008465{col 70}{space 3} .0142455
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0114784{col 29}{space 2} .0010029{col 40}{space 1}  -11.45{col 49}{space 3}0.000{col 57}{space 4}-.0134442{col 70}{space 3}-.0095126
{txt}westnortheur~ee {c |}{col 17}{res}{space 2}  .010184{col 29}{space 2} .0009709{col 40}{space 1}   10.49{col 49}{space 3}0.000{col 57}{space 4}  .008281{col 70}{space 3} .0120871
{txt}{space 2}othercountryy {c |}{col 17}{res}{space 2}-.0092981{col 29}{space 2} .0013224{col 40}{space 1}   -7.03{col 49}{space 3}0.000{col 57}{space 4}-.0118903{col 70}{space 3}-.0067059
{txt}physicalhealthh {c |}{col 17}{res}{space 2}-.0133572{col 29}{space 2}  .001243{col 40}{space 1}  -10.75{col 49}{space 3}0.000{col 57}{space 4}-.0157937{col 70}{space 3}-.0109208
{txt}{space 2}mentalhealthh {c |}{col 17}{res}{space 2}-.0138783{col 29}{space 2} .0014051{col 40}{space 1}   -9.88{col 49}{space 3}0.000{col 57}{space 4}-.0166325{col 70}{space 3}-.0111241
{txt}numberofscva~ss {c |}{col 17}{res}{space 2} -.000555{col 29}{space 2}  .000078{col 40}{space 1}   -7.12{col 49}{space 3}0.000{col 57}{space 4}-.0007079{col 70}{space 3}-.0004022
{txt}{space 8}genderr {c |}{col 17}{res}{space 2}-.0054152{col 29}{space 2} .0012866{col 40}{space 1}   -4.21{col 49}{space 3}0.000{col 57}{space 4}-.0079372{col 70}{space 3}-.0028931
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0066023{col 29}{space 2} .0009898{col 40}{space 1}   -6.67{col 49}{space 3}0.000{col 57}{space 4}-.0085425{col 70}{space 3}-.0046621
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0045694{col 29}{space 2} .0013025{col 40}{space 1}    3.51{col 49}{space 3}0.000{col 57}{space 4} .0020163{col 70}{space 3} .0071225
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0055553{col 29}{space 2} .0010336{col 40}{space 1}   -5.37{col 49}{space 3}0.000{col 57}{space 4}-.0075813{col 70}{space 3}-.0035292
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0213378{col 29}{space 2} .0011365{col 40}{space 1}  -18.77{col 49}{space 3}0.000{col 57}{space 4}-.0235655{col 70}{space 3}  -.01911
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .7991853{col 29}{space 2} .0543892{col 40}{space 1}   14.69{col 49}{space 3}0.000{col 57}{space 4} .6925733{col 70}{space 3} .9057972
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. // Random Effects - Equal weight to each estimate (Column 3)
. regress retstatR conss cognitivee cogphysicall cogmentall individualscc panell ///
> westnortheuropee othercountryy physicalhealthh mentalhealthh numberofscvariabless ///
> genderr educationn olss seotherr tcalculatedbypvaluee if esample == 1, noc vce(cluster id)

{txt}Linear regression                               Number of obs     = {res}    11,776
                                                {txt}F(16, 438)        =  {res}    25.08
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.2908
                                                {txt}Root MSE          =    {res} 1.2036

{txt}{ralign 81:(Std. Err. adjusted for {res:439} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} .0361491{col 29}{space 2} .0061166{col 40}{space 1}    5.91{col 49}{space 3}0.000{col 57}{space 4} .0241275{col 70}{space 3} .0481706
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0048907{col 29}{space 2} .0041547{col 40}{space 1}    1.18{col 49}{space 3}0.240{col 57}{space 4}-.0032749{col 70}{space 3} .0130563
{txt}{space 3}cogphysicall {c |}{col 17}{res}{space 2}  .005381{col 29}{space 2} .0063472{col 40}{space 1}    0.85{col 49}{space 3}0.397{col 57}{space 4}-.0070938{col 70}{space 3} .0178557
{txt}{space 5}cogmentall {c |}{col 17}{res}{space 2} .0221813{col 29}{space 2} .0067829{col 40}{space 1}    3.27{col 49}{space 3}0.001{col 57}{space 4} .0088503{col 70}{space 3} .0355123
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0118881{col 29}{space 2} .0047618{col 40}{space 1}    2.50{col 49}{space 3}0.013{col 57}{space 4} .0025292{col 70}{space 3}  .021247
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0127644{col 29}{space 2} .0030877{col 40}{space 1}   -4.13{col 49}{space 3}0.000{col 57}{space 4} -.018833{col 70}{space 3}-.0066957
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0098386{col 29}{space 2} .0036305{col 40}{space 1}    2.71{col 49}{space 3}0.007{col 57}{space 4} .0027032{col 70}{space 3} .0169739
{txt}{space 2}othercountryy {c |}{col 17}{res}{space 2}-.0076616{col 29}{space 2} .0038057{col 40}{space 1}   -2.01{col 49}{space 3}0.045{col 57}{space 4}-.0151414{col 70}{space 3}-.0001818
{txt}physicalhealthh {c |}{col 17}{res}{space 2}-.0127645{col 29}{space 2} .0037461{col 40}{space 1}   -3.41{col 49}{space 3}0.001{col 57}{space 4}-.0201271{col 70}{space 3} -.005402
{txt}{space 2}mentalhealthh {c |}{col 17}{res}{space 2}-.0131762{col 29}{space 2} .0033683{col 40}{space 1}   -3.91{col 49}{space 3}0.000{col 57}{space 4}-.0197963{col 70}{space 3} -.006556
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0007176{col 29}{space 2} .0002393{col 40}{space 1}   -3.00{col 49}{space 3}0.003{col 57}{space 4} -.001188{col 70}{space 3}-.0002473
{txt}{space 8}genderr {c |}{col 17}{res}{space 2}-.0065202{col 29}{space 2} .0051092{col 40}{space 1}   -1.28{col 49}{space 3}0.203{col 57}{space 4}-.0165617{col 70}{space 3} .0035213
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0070833{col 29}{space 2} .0033627{col 40}{space 1}   -2.11{col 49}{space 3}0.036{col 57}{space 4}-.0136924{col 70}{space 3}-.0004743
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0050585{col 29}{space 2} .0046724{col 40}{space 1}    1.08{col 49}{space 3}0.280{col 57}{space 4}-.0041247{col 70}{space 3} .0142417
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0075644{col 29}{space 2} .0035687{col 40}{space 1}   -2.12{col 49}{space 3}0.035{col 57}{space 4}-.0145783{col 70}{space 3}-.0005505
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0209854{col 29}{space 2} .0035205{col 40}{space 1}   -5.96{col 49}{space 3}0.000{col 57}{space 4}-.0279046{col 70}{space 3}-.0140662
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. *--------------------------------------------------------*
. *   TABLE: RandomEffects(Weight2) // Stepwise Regression  *
. *--------------------------------------------------------*
. 
. ////////////////////////////////////////////
> //////////////  FULL SAMPLE  ///////////////
> ////////////////////////////////////////////
> drop esample
{txt}
{com}. quietly regress retstatR conss repubbiasR cognitivee pubyearr individualscc panell ivv ///
> eastasiaa westnortheuropee highincomee othercountryy physicalhealthh ///
> mentalhealthh selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall ///
> tcalculatedbypvaluee [pweight = weight]
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect retstatR repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee ///
> highincomee othercountryy physicalhealthh mentalhealthh selfreportedd ///
> numberofscvariabless agee genderr educationn maritalstatuss incomee olss ///
> orhrr hlmm seotherr tnormall tcalculatedbypvaluee [pweight = weight] if esample == 1, ///
> backward bic fix(conss cognitivee)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  41760.35
{hline 78}
BIC {col 7}41759.87  :              remove repubbiasR
BIC {col 7}41781.93  :              remove   pubyearr
BIC {col 7}41870.39  :              remove individualscc
BIC {col 7}41811.74  :              remove     panell
BIC {col 7}41751.97  :              remove        ivv
BIC {col 7}41763.75  :              remove  eastasiaa
BIC {col 7}41779.48  :              remove westnortheuropee
BIC {col 7}41753.59  :              remove highincomee
BIC {col 7}41752.59  :              remove othercountryy
BIC {col 7}41755.5   :              remove physicalhealthh
BIC {col 7}41755.44  :              remove mentalhealthh
BIC {col 7}41772.7   :              remove selfreportedd
BIC {col 7}41882.74  :              remove numberofscvariabless
BIC {col 7}41765.85  :              remove       agee
BIC {col 7}41758.49  :              remove    genderr
BIC {col 7}41809.68  :              remove educationn
BIC {col 7}41755.02  :              remove maritalstatuss
BIC {col 7}41751.3   :              remove    incomee
BIC {col 7}41767.19  :              remove       olss
BIC {col 7}41751.59  :              remove      orhrr
BIC {col 7}41751.47  :              remove       hlmm
BIC {col 7}41763.65  :              remove   seotherr
BIC {col 7}41758.47  :              remove   tnormall
BIC {col 7}42162.35  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC   41751.3
{hline 78}
BIC {col 7}41750.67  :              remove repubbiasR
BIC {col 7}41774.37  :              remove   pubyearr
BIC {col 7}41862.35  :              remove individualscc
BIC {col 7}41802.86  :              remove     panell
BIC {col 7}41742.86  :              remove        ivv
BIC {col 7}41754.65  :              remove  eastasiaa
BIC {col 7}41770.62  :              remove westnortheuropee
BIC {col 7}41744.44  :              remove highincomee
BIC {col 7}41743.46  :              remove othercountryy
BIC {col 7}41746.31  :              remove physicalhealthh
BIC {col 7}41746.4   :              remove mentalhealthh
BIC {col 7}41763.74  :              remove selfreportedd
BIC {col 7}41873.78  :              remove numberofscvariabless
BIC {col 7}41756.63  :              remove       agee
BIC {col 7}41749.69  :              remove    genderr
BIC {col 7}41803.9   :              remove educationn
BIC {col 7}41746.43  :              remove maritalstatuss
BIC {col 7}41758.2   :              remove       olss
BIC {col 7}41742.53  :              remove      orhrr
BIC {col 7}41742.43  :              remove       hlmm
BIC {col 7}41754.91  :              remove   seotherr
BIC {col 7}41749.76  :              remove   tnormall
BIC {col 7}42163.66  :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss orhrr seotherr tnormall tcalculatedbypvaluee : BIC  41742.43
{hline 78}
BIC {col 7}41741.54  :              remove repubbiasR
BIC {col 7}41765.42  :              remove   pubyearr
BIC {col 7}41853.4   :              remove individualscc
BIC {col 7}41796.26  :              remove     panell
BIC {col 7}41733.69  :              remove        ivv
BIC {col 7}41746.31  :              remove  eastasiaa
BIC {col 7}41762.18  :              remove westnortheuropee
BIC {col 7}41735.62  :              remove highincomee
BIC {col 7}41734.61  :              remove othercountryy
BIC {col 7}41737.43  :              remove physicalhealthh
BIC {col 7}41737.46  :              remove mentalhealthh
BIC {col 7}41754.77  :              remove selfreportedd
BIC {col 7}41864.41  :              remove numberofscvariabless
BIC {col 7}41747.93  :              remove       agee
BIC {col 7}41740.97  :              remove    genderr
BIC {col 7}41795.3   :              remove educationn
BIC {col 7}41737.64  :              remove maritalstatuss
BIC {col 7}41749.49  :              remove       olss
BIC {col 7}41734.51  :              remove      orhrr
BIC {col 7}41747.34  :              remove   seotherr
BIC {col 7}41741.98  :              remove   tnormall
BIC {col 7}42164.23  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss orhrr seotherr tnormall tcalculatedbypvaluee : BIC  41733.69
{hline 78}
BIC {col 7}41732.32  :              remove repubbiasR
BIC {col 7}41756.29  :              remove   pubyearr
BIC {col 7}41845.92  :              remove individualscc
BIC {col 7}41787.86  :              remove     panell
BIC {col 7}41737.78  :              remove  eastasiaa
BIC {col 7}41753.2   :              remove westnortheuropee
BIC {col 7}41726.92  :              remove highincomee
BIC {col 7}41725.81  :              remove othercountryy
BIC {col 7}41728.87  :              remove physicalhealthh
BIC {col 7}41728.98  :              remove mentalhealthh
BIC {col 7}41746.11  :              remove selfreportedd
BIC {col 7}41859.12  :              remove numberofscvariabless
BIC {col 7}41739.82  :              remove       agee
BIC {col 7}41732.79  :              remove    genderr
BIC {col 7}41786.66  :              remove educationn
BIC {col 7}41728.96  :              remove maritalstatuss
BIC {col 7}41740.18  :              remove       olss
BIC {col 7}41726.26  :              remove      orhrr
BIC {col 7}41740.35  :              remove   seotherr
BIC {col 7}41732.86  :              remove   tnormall
BIC {col 7}42155.2   :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell eastasiaa westnortheuropee highincomee physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss orhrr seotherr tnormall tcalculatedbypvaluee : BIC  41725.81
{hline 78}
BIC {col 7}41724.44  :              remove repubbiasR
BIC {col 7}41754.13  :              remove   pubyearr
BIC {col 7}41838.45  :              remove individualscc
BIC {col 7}41778.91  :              remove     panell
BIC {col 7}41740.13  :              remove  eastasiaa
BIC {col 7}41766.7   :              remove westnortheuropee
BIC {col 7}41721.19  :              remove highincomee
BIC {col 7}41720.46  :              remove physicalhealthh
BIC {col 7}41720.58  :              remove mentalhealthh
BIC {col 7}41738.29  :              remove selfreportedd
BIC {col 7}41855.94  :              remove numberofscvariabless
BIC {col 7}41731.87  :              remove       agee
BIC {col 7}41724.97  :              remove    genderr
BIC {col 7}41779.11  :              remove educationn
BIC {col 7}41721.11  :              remove maritalstatuss
BIC {col 7}41732.89  :              remove       olss
BIC {col 7}41718.21  :              remove      orhrr
BIC {col 7}41732.2   :              remove   seotherr
BIC {col 7}41725.23  :              remove   tnormall
BIC {col 7}42149.62  :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell eastasiaa westnortheuropee highincomee physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss  seotherr tnormall tcalculatedbypvaluee : BIC  41718.21
{hline 78}
BIC {col 7}41716.93  :              remove repubbiasR
BIC {col 7}41747.09  :              remove   pubyearr
BIC {col 7}41829.2   :              remove individualscc
BIC {col 7}41771.3   :              remove     panell
BIC {col 7}41731.97  :              remove  eastasiaa
BIC {col 7}41758.65  :              remove westnortheuropee
BIC {col 7}41713.68  :              remove highincomee
BIC {col 7}41713.04  :              remove physicalhealthh
BIC {col 7}41713.05  :              remove mentalhealthh
BIC {col 7}41731.79  :              remove selfreportedd
BIC {col 7}41850.15  :              remove numberofscvariabless
BIC {col 7}41723.8   :              remove       agee
BIC {col 7}41716.66  :              remove    genderr
BIC {col 7}41771.25  :              remove educationn
BIC {col 7}41713.43  :              remove maritalstatuss
BIC {col 7}41738.1   :              remove       olss
BIC {col 7}41724     :              remove   seotherr
BIC {col 7}41715.88  :              remove   tnormall
BIC {col 7}42160.33  :              remove tcalculatedbypvaluee
{hline 78}
Stage 6 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell eastasiaa westnortheuropee highincomee  mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss  seotherr tnormall tcalculatedbypvaluee : BIC  41713.04
{hline 78}
BIC {col 7}41711.57  :              remove repubbiasR
BIC {col 7}41741.26  :              remove   pubyearr
BIC {col 7}41823.8   :              remove individualscc
BIC {col 7}41770.33  :              remove     panell
BIC {col 7}41728.47  :              remove  eastasiaa
BIC {col 7}41758.76  :              remove westnortheuropee
BIC {col 7}41708.34  :              remove highincomee
BIC {col 7}41705.8   :              remove mentalhealthh
BIC {col 7}41773.65  :              remove selfreportedd
BIC {col 7}41841.85  :              remove numberofscvariabless
BIC {col 7}41718.68  :              remove       agee
BIC {col 7}41711.69  :              remove    genderr
BIC {col 7}41765.41  :              remove educationn
BIC {col 7}41707.81  :              remove maritalstatuss
BIC {col 7}41731.79  :              remove       olss
BIC {col 7}41718.43  :              remove   seotherr
BIC {col 7}41709.77  :              remove   tnormall
BIC {col 7}42153.75  :              remove tcalculatedbypvaluee
{hline 78}
Stage 7 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell eastasiaa westnortheuropee highincomee  selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss  seotherr tnormall tcalculatedbypvaluee : BIC   41705.8
{hline 78}
BIC {col 7}41704.07  :              remove repubbiasR
BIC {col 7}41734.96  :              remove   pubyearr
BIC {col 7}41815.04  :              remove individualscc
BIC {col 7}41762.15  :              remove     panell
BIC {col 7}41721.72  :              remove  eastasiaa
BIC {col 7}41752.21  :              remove westnortheuropee
BIC {col 7}41700.6   :              remove highincomee
BIC {col 7}41764.32  :              remove selfreportedd
BIC {col 7}41834.82  :              remove numberofscvariabless
BIC {col 7}41710.8   :              remove       agee
BIC {col 7}41704.2   :              remove    genderr
BIC {col 7}41757.07  :              remove educationn
BIC {col 7}41700.98  :              remove maritalstatuss
BIC {col 7}41722.52  :              remove       olss
BIC {col 7}41711.87  :              remove   seotherr
BIC {col 7}41701.93  :              remove   tnormall
BIC {col 7}42145.94  :              remove tcalculatedbypvaluee
{hline 78}
Stage 8 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell eastasiaa westnortheuropee   selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss  seotherr tnormall tcalculatedbypvaluee : BIC   41700.6
{hline 78}
BIC {col 7}41698.37  :              remove repubbiasR
BIC {col 7}41728.28  :              remove   pubyearr
BIC {col 7}41809.04  :              remove individualscc
BIC {col 7}41759.08  :              remove     panell
BIC {col 7}41713.05  :              remove  eastasiaa
BIC {col 7}41742.87  :              remove westnortheuropee
BIC {col 7}41759.57  :              remove selfreportedd
BIC {col 7}41825.83  :              remove numberofscvariabless
BIC {col 7}41705.45  :              remove       agee
BIC {col 7}41699.4   :              remove    genderr
BIC {col 7}41752.94  :              remove educationn
BIC {col 7}41695.63  :              remove maritalstatuss
BIC {col 7}41716.39  :              remove       olss
BIC {col 7}41705.86  :              remove   seotherr
BIC {col 7}41697.22  :              remove   tnormall
BIC {col 7}42140.04  :              remove tcalculatedbypvaluee
{hline 78}
Stage 9 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell eastasiaa westnortheuropee   selfreportedd numberofscvariabless agee genderr educationn  olss  seotherr tnormall tcalculatedbypvaluee : BIC  41695.63
{hline 78}
BIC {col 7}41694.34  :              remove repubbiasR
BIC {col 7}41724.24  :              remove   pubyearr
BIC {col 7}41803.08  :              remove individualscc
BIC {col 7}41758.49  :              remove     panell
BIC {col 7}41707     :              remove  eastasiaa
BIC {col 7}41739.15  :              remove westnortheuropee
BIC {col 7}41750.97  :              remove selfreportedd
BIC {col 7}41818.88  :              remove numberofscvariabless
BIC {col 7}41699.75  :              remove       agee
BIC {col 7}41696     :              remove    genderr
BIC {col 7}41758.65  :              remove educationn
BIC {col 7}41713.57  :              remove       olss
BIC {col 7}41700.85  :              remove   seotherr
BIC {col 7}41692.7   :              remove   tnormall
BIC {col 7}42135.71  :              remove tcalculatedbypvaluee
{hline 78}
Stage 10 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell eastasiaa westnortheuropee   selfreportedd numberofscvariabless agee genderr educationn  olss  seotherr tcalculatedbypvaluee : BIC   41692.7
{hline 78}
BIC {col 7}41693.8   :              remove repubbiasR
BIC {col 7}41721.64  :              remove   pubyearr
BIC {col 7}41798.42  :              remove individualscc
BIC {col 7}41752.88  :              remove     panell
BIC {col 7}41704.22  :              remove  eastasiaa
BIC {col 7}41741.32  :              remove westnortheuropee
BIC {col 7}41744.47  :              remove selfreportedd
BIC {col 7}41809.83  :              remove numberofscvariabless
BIC {col 7}41696.14  :              remove       agee
BIC {col 7}41692.42  :              remove    genderr
BIC {col 7}41756.37  :              remove educationn
BIC {col 7}41705.03  :              remove       olss
BIC {col 7}41703.97  :              remove   seotherr
BIC {col 7}42167.66  :              remove tcalculatedbypvaluee
{hline 78}
Stage 11 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell eastasiaa westnortheuropee   selfreportedd numberofscvariabless agee educationn  olss  seotherr tcalculatedbypvaluee : BIC  41692.42
{hline 78}
BIC {col 7}41694.09  :              remove repubbiasR
BIC {col 7}41720.04  :              remove   pubyearr
BIC {col 7}41795.82  :              remove individualscc
BIC {col 7}41748.99  :              remove     panell
BIC {col 7}41702.05  :              remove  eastasiaa
BIC {col 7}41741.8   :              remove westnortheuropee
BIC {col 7}41745.5   :              remove selfreportedd
BIC {col 7}41809.55  :              remove numberofscvariabless
BIC {col 7}41689.33  :              remove       agee
BIC {col 7}41766.17  :              remove educationn
BIC {col 7}41706.84  :              remove       olss
BIC {col 7}41704.77  :              remove   seotherr
BIC {col 7}42167.49  :              remove tcalculatedbypvaluee
{hline 78}
Stage 12 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell eastasiaa westnortheuropee   selfreportedd numberofscvariabless  educationn  olss  seotherr tcalculatedbypvaluee : BIC  41689.33
{hline 78}
BIC {col 7}41689.95  :              remove repubbiasR
BIC {col 7}41718.27  :              remove   pubyearr
BIC {col 7}41798.49  :              remove individualscc
BIC {col 7}41745.8   :              remove     panell
BIC {col 7}41699.68  :              remove  eastasiaa
BIC {col 7}41742.52  :              remove westnortheuropee
BIC {col 7}41739.48  :              remove selfreportedd
BIC {col 7}41811.42  :              remove numberofscvariabless
BIC {col 7}41757.57  :              remove educationn
BIC {col 7}41702.38  :              remove       olss
BIC {col 7}41700.98  :              remove   seotherr
BIC {col 7}42172.95  :              remove tcalculatedbypvaluee

Final Model
(sum of wgt is 428.7173136174222)

Linear regression                               Number of obs     = {res}    11,776
                                                {txt}F(14, 11761)      =  {res}    26.20
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.1130
                                                {txt}Root MSE          =    {res} 1.4132

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} 1.164455{col 29}{space 2} .3797413{col 40}{space 1}    3.07{col 49}{space 3}0.002{col 57}{space 4} .4200994{col 70}{space 3} 1.908811
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0166636{col 29}{space 2} .0027174{col 40}{space 1}    6.13{col 49}{space 3}0.000{col 57}{space 4}  .011337{col 70}{space 3} .0219902
{txt}{space 5}repubbiasR {c |}{col 17}{res}{space 2} .5056034{col 29}{space 2} .3297001{col 40}{space 1}    1.53{col 49}{space 3}0.125{col 57}{space 4}-.1406635{col 70}{space 3}  1.15187
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2}-.0005767{col 29}{space 2} .0001897{col 40}{space 1}   -3.04{col 49}{space 3}0.002{col 57}{space 4}-.0009486{col 70}{space 3}-.0002048
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2}  .017582{col 29}{space 2} .0024452{col 40}{space 1}    7.19{col 49}{space 3}0.000{col 57}{space 4}  .012789{col 70}{space 3} .0223749
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0094966{col 29}{space 2} .0027197{col 40}{space 1}   -3.49{col 49}{space 3}0.000{col 57}{space 4}-.0148276{col 70}{space 3}-.0041656
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2} .0064412{col 29}{space 2} .0031086{col 40}{space 1}    2.07{col 49}{space 3}0.038{col 57}{space 4} .0003478{col 70}{space 3} .0125346
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0092314{col 29}{space 2} .0024338{col 40}{space 1}    3.79{col 49}{space 3}0.000{col 57}{space 4} .0044608{col 70}{space 3} .0140021
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2}  .010557{col 29}{space 2} .0031986{col 40}{space 1}    3.30{col 49}{space 3}0.001{col 57}{space 4} .0042872{col 70}{space 3} .0168269
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0014296{col 29}{space 2} .0001776{col 40}{space 1}   -8.05{col 49}{space 3}0.000{col 57}{space 4}-.0017777{col 70}{space 3}-.0010816
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0100661{col 29}{space 2} .0024846{col 40}{space 1}   -4.05{col 49}{space 3}0.000{col 57}{space 4}-.0149363{col 70}{space 3}-.0051959
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0065943{col 29}{space 2} .0045098{col 40}{space 1}    1.46{col 49}{space 3}0.144{col 57}{space 4}-.0022457{col 70}{space 3} .0154344
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}  -.00569{col 29}{space 2} .0023635{col 40}{space 1}   -2.41{col 49}{space 3}0.016{col 57}{space 4}-.0103229{col 70}{space 3} -.001057
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}  -.03082{col 29}{space 2}  .002266{col 40}{space 1}  -13.60{col 49}{space 3}0.000{col 57}{space 4}-.0352618{col 70}{space 3}-.0263782
{txt}{space 10}_cons {c |}{col 17}{res}{space 2}-.0467291{col 29}{space 2} .4999612{col 40}{space 1}   -0.09{col 49}{space 3}0.926{col 57}{space 4}-1.026736{col 70}{space 3} .9332778
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. // Random Effects - Equal weight to each study (Column 4)
. regress retstatR conss cognitivee repubbiasR  pubyearr individualscc panell eastasiaa ///
> westnortheuropee selfreportedd numberofscvariabless educationn olss seotherr  ///
> tcalculatedbypvaluee [pweight = weight] if esample == 1, noc vce(cluster id)
{txt}(sum of wgt is 428.7173136174222)

Linear regression                               Number of obs     = {res}    11,776
                                                {txt}F(14, 438)        =  {res}    29.85
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.3237
                                                {txt}Root MSE          =    {res} 1.4131

{txt}{ralign 81:(Std. Err. adjusted for {res:439} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} 1.164944{col 29}{space 2} .6718695{col 40}{space 1}    1.73{col 49}{space 3}0.084{col 57}{space 4}-.1555449{col 70}{space 3} 2.485433
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2}  .016661{col 29}{space 2} .0041652{col 40}{space 1}    4.00{col 49}{space 3}0.000{col 57}{space 4} .0084747{col 70}{space 3} .0248473
{txt}{space 5}repubbiasR {c |}{col 17}{res}{space 2}  .475326{col 29}{space 2} .1261215{col 40}{space 1}    3.77{col 49}{space 3}0.000{col 57}{space 4} .2274473{col 70}{space 3} .7232046
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2}-.0005776{col 29}{space 2} .0003343{col 40}{space 1}   -1.73{col 49}{space 3}0.085{col 57}{space 4}-.0012346{col 70}{space 3} .0000795
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0175988{col 29}{space 2} .0046079{col 40}{space 1}    3.82{col 49}{space 3}0.000{col 57}{space 4} .0085424{col 70}{space 3} .0266551
{txt}{space 9}panell {c |}{col 17}{res}{space 2} -.009505{col 29}{space 2} .0041149{col 40}{space 1}   -2.31{col 49}{space 3}0.021{col 57}{space 4}-.0175925{col 70}{space 3}-.0014175
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2} .0064738{col 29}{space 2} .0051555{col 40}{space 1}    1.26{col 49}{space 3}0.210{col 57}{space 4}-.0036588{col 70}{space 3} .0166065
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0092274{col 29}{space 2} .0043792{col 40}{space 1}    2.11{col 49}{space 3}0.036{col 57}{space 4} .0006206{col 70}{space 3} .0178342
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0105628{col 29}{space 2} .0048207{col 40}{space 1}    2.19{col 49}{space 3}0.029{col 57}{space 4} .0010882{col 70}{space 3} .0200374
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0014294{col 29}{space 2} .0003613{col 40}{space 1}   -3.96{col 49}{space 3}0.000{col 57}{space 4}-.0021396{col 70}{space 3}-.0007193
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0100683{col 29}{space 2} .0037466{col 40}{space 1}   -2.69{col 49}{space 3}0.007{col 57}{space 4}-.0174318{col 70}{space 3}-.0027047
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0065908{col 29}{space 2} .0070149{col 40}{space 1}    0.94{col 49}{space 3}0.348{col 57}{space 4}-.0071963{col 70}{space 3} .0203779
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0057253{col 29}{space 2} .0043033{col 40}{space 1}   -1.33{col 49}{space 3}0.184{col 57}{space 4}-.0141829{col 70}{space 3} .0027323
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0308203{col 29}{space 2} .0044376{col 40}{space 1}   -6.95{col 49}{space 3}0.000{col 57}{space 4}-.0395419{col 70}{space 3}-.0220987
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. ////////////////////////////////////////////////
> //////////////  PHYSICAL HEALTH  ///////////////
> ////////////////////////////////////////////////
> drop esample
{txt}
{com}. quietly regress retstatR conss repubbiasR cognitivee pubyearr individualscc panell ivv ///
> eastasiaa westnortheuropee highincomee othercountryy  ///
> selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall ///
> tcalculatedbypvaluee [pweight = weight] if physicalhealth == 1
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect retstatR repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee ///
> highincomee othercountryy selfreportedd ///
> numberofscvariabless agee genderr educationn maritalstatuss incomee olss ///
> orhrr hlmm seotherr tnormall tcalculatedbypvaluee [pweight = weight] if esample == 1, ///
> backward bic fix(conss cognitivee)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  15048.27
{hline 78}
BIC {col 7}15039.98  :              remove repubbiasR
BIC {col 7}15100.19  :              remove   pubyearr
BIC {col 7}15043.56  :              remove individualscc
BIC {col 7}15079.69  :              remove     panell
BIC {col 7}15046     :              remove        ivv
BIC {col 7}15040.87  :              remove  eastasiaa
BIC {col 7}15100.14  :              remove westnortheuropee
BIC {col 7}15048.94  :              remove highincomee
BIC {col 7}15039.88  :              remove othercountryy
BIC {col 7}15040.03  :              remove selfreportedd
BIC {col 7}15048.66  :              remove numberofscvariabless
BIC {col 7}15042.97  :              remove       agee
BIC {col 7}15043.63  :              remove    genderr
BIC {col 7}15055.48  :              remove educationn
BIC {col 7}15040.34  :              remove maritalstatuss
BIC {col 7}15042.29  :              remove    incomee
BIC {col 7}15098.75  :              remove       olss
BIC {col 7}15040.19  :              remove      orhrr
BIC {col 7}15050.32  :              remove       hlmm
BIC {col 7}15042.89  :              remove   seotherr
BIC {col 7}15048.38  :              remove   tnormall
BIC {col 7}15223.01  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  15039.88
{hline 78}
BIC {col 7}15031.59  :              remove repubbiasR
BIC {col 7}15092.8   :              remove   pubyearr
BIC {col 7}15035.17  :              remove individualscc
BIC {col 7}15073.44  :              remove     panell
BIC {col 7}15037.63  :              remove        ivv
BIC {col 7}15032.56  :              remove  eastasiaa
BIC {col 7}15095.99  :              remove westnortheuropee
BIC {col 7}15040.69  :              remove highincomee
BIC {col 7}15031.65  :              remove selfreportedd
BIC {col 7}15040.33  :              remove numberofscvariabless
BIC {col 7}15034.66  :              remove       agee
BIC {col 7}15035.33  :              remove    genderr
BIC {col 7}15047.24  :              remove educationn
BIC {col 7}15031.95  :              remove maritalstatuss
BIC {col 7}15033.91  :              remove    incomee
BIC {col 7}15092.18  :              remove       olss
BIC {col 7}15031.81  :              remove      orhrr
BIC {col 7}15042.05  :              remove       hlmm
BIC {col 7}15034.5   :              remove   seotherr
BIC {col 7}15040     :              remove   tnormall
BIC {col 7}15214.98  :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg retstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  15031.59
{hline 78}
BIC {col 7}15085.64  :              remove   pubyearr
BIC {col 7}15027.44  :              remove individualscc
BIC {col 7}15065.18  :              remove     panell
BIC {col 7}15029.45  :              remove        ivv
BIC {col 7}15024.25  :              remove  eastasiaa
BIC {col 7}15087.67  :              remove westnortheuropee
BIC {col 7}15032.87  :              remove highincomee
BIC {col 7}15023.38  :              remove selfreportedd
BIC {col 7}15032.01  :              remove numberofscvariabless
BIC {col 7}15026.37  :              remove       agee
BIC {col 7}15027.09  :              remove    genderr
BIC {col 7}15039.23  :              remove educationn
BIC {col 7}15023.65  :              remove maritalstatuss
BIC {col 7}15025.55  :              remove    incomee
BIC {col 7}15084.28  :              remove       olss
BIC {col 7}15023.52  :              remove      orhrr
BIC {col 7}15034     :              remove       hlmm
BIC {col 7}15026.15  :              remove   seotherr
BIC {col 7}15031.6   :              remove   tnormall
BIC {col 7}15206.59  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg retstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee  numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  15023.38
{hline 78}
BIC {col 7}15078.06  :              remove   pubyearr
BIC {col 7}15019.32  :              remove individualscc
BIC {col 7}15064.22  :              remove     panell
BIC {col 7}15021.08  :              remove        ivv
BIC {col 7}15016.02  :              remove  eastasiaa
BIC {col 7}15079.31  :              remove westnortheuropee
BIC {col 7}15024.78  :              remove highincomee
BIC {col 7}15024.06  :              remove numberofscvariabless
BIC {col 7}15018.07  :              remove       agee
BIC {col 7}15018.83  :              remove    genderr
BIC {col 7}15031.09  :              remove educationn
BIC {col 7}15015.46  :              remove maritalstatuss
BIC {col 7}15017.27  :              remove    incomee
BIC {col 7}15076.4   :              remove       olss
BIC {col 7}15015.44  :              remove      orhrr
BIC {col 7}15026.38  :              remove       hlmm
BIC {col 7}15017.83  :              remove   seotherr
BIC {col 7}15023.26  :              remove   tnormall
BIC {col 7}15198.56  :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg retstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee  numberofscvariabless agee genderr educationn maritalstatuss incomee olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  15015.44
{hline 78}
BIC {col 7}15070.17  :              remove   pubyearr
BIC {col 7}15011.14  :              remove individualscc
BIC {col 7}15056.02  :              remove     panell
BIC {col 7}15012.75  :              remove        ivv
BIC {col 7}15007.82  :              remove  eastasiaa
BIC {col 7}15071     :              remove westnortheuropee
BIC {col 7}15017.22  :              remove highincomee
BIC {col 7}15015.77  :              remove numberofscvariabless
BIC {col 7}15009.91  :              remove       agee
BIC {col 7}15010.56  :              remove    genderr
BIC {col 7}15023.03  :              remove educationn
BIC {col 7}15007.58  :              remove maritalstatuss
BIC {col 7}15009.4   :              remove    incomee
BIC {col 7}15111.52  :              remove       olss
BIC {col 7}15019.33  :              remove       hlmm
BIC {col 7}15009.7   :              remove   seotherr
BIC {col 7}15019.27  :              remove   tnormall
BIC {col 7}15223.38  :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg retstatR conss cognitivee pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee  numberofscvariabless agee genderr educationn incomee olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  15007.58
{hline 78}
BIC {col 7}15062.55  :              remove   pubyearr
BIC {col 7}15003.27  :              remove individualscc
BIC {col 7}15048.2   :              remove     panell
BIC {col 7}15004.87  :              remove        ivv
BIC {col 7}15000.36  :              remove  eastasiaa
BIC {col 7}15064.26  :              remove westnortheuropee
BIC {col 7}15008.87  :              remove highincomee
BIC {col 7}15009.33  :              remove numberofscvariabless
BIC {col 7}15002.19  :              remove       agee
BIC {col 7}15002.37  :              remove    genderr
BIC {col 7}15014.67  :              remove educationn
BIC {col 7}15001.25  :              remove    incomee
BIC {col 7}15103.14  :              remove       olss
BIC {col 7}15011.9   :              remove       hlmm
BIC {col 7}15001.69  :              remove   seotherr
BIC {col 7}15011.95  :              remove   tnormall
BIC {col 7}15216.52  :              remove tcalculatedbypvaluee
{hline 78}
Stage 6 reg retstatR conss cognitivee pubyearr individualscc panell ivv westnortheuropee highincomee  numberofscvariabless agee genderr educationn incomee olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  15000.36
{hline 78}
BIC {col 7}15055.88  :              remove   pubyearr
BIC {col 7}14996.04  :              remove individualscc
BIC {col 7}15039.81  :              remove     panell
BIC {col 7}14997.74  :              remove        ivv
BIC {col 7}15059.64  :              remove westnortheuropee
BIC {col 7}15003.28  :              remove highincomee
BIC {col 7}15001.51  :              remove numberofscvariabless
BIC {col 7}14994.94  :              remove       agee
BIC {col 7}14994.86  :              remove    genderr
BIC {col 7}15007.85  :              remove educationn
BIC {col 7}14993.9   :              remove    incomee
BIC {col 7}15094.8   :              remove       olss
BIC {col 7}15004.23  :              remove       hlmm
BIC {col 7}14995     :              remove   seotherr
BIC {col 7}15005.15  :              remove   tnormall
BIC {col 7}15210.39  :              remove tcalculatedbypvaluee
{hline 78}
Stage 7 reg retstatR conss cognitivee pubyearr individualscc panell ivv westnortheuropee highincomee  numberofscvariabless agee genderr educationn  olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC   14993.9
{hline 78}
BIC {col 7}15058.83  :              remove   pubyearr
BIC {col 7}14989.66  :              remove individualscc
BIC {col 7}15032.89  :              remove     panell
BIC {col 7}14991.46  :              remove        ivv
BIC {col 7}15053.6   :              remove westnortheuropee
BIC {col 7}14998.48  :              remove highincomee
BIC {col 7}14994.37  :              remove numberofscvariabless
BIC {col 7}14988.93  :              remove       agee
BIC {col 7}14988.86  :              remove    genderr
BIC {col 7}15010.56  :              remove educationn
BIC {col 7}15093.51  :              remove       olss
BIC {col 7}14997.42  :              remove       hlmm
BIC {col 7}14988.56  :              remove   seotherr
BIC {col 7}14998.09  :              remove   tnormall
BIC {col 7}15205.04  :              remove tcalculatedbypvaluee
{hline 78}
Stage 8 reg retstatR conss cognitivee pubyearr individualscc panell ivv westnortheuropee highincomee  numberofscvariabless agee genderr educationn  olss hlmm tnormall tcalculatedbypvaluee : BIC  14988.56
{hline 78}
BIC {col 7}15057.46  :              remove   pubyearr
BIC {col 7}14987.62  :              remove individualscc
BIC {col 7}15029.64  :              remove     panell
BIC {col 7}14985.54  :              remove        ivv
BIC {col 7}15049.88  :              remove westnortheuropee
BIC {col 7}14994.31  :              remove highincomee
BIC {col 7}14988.54  :              remove numberofscvariabless
BIC {col 7}14983.52  :              remove       agee
BIC {col 7}14983.63  :              remove    genderr
BIC {col 7}15004.05  :              remove educationn
BIC {col 7}15093.02  :              remove       olss
BIC {col 7}15022.03  :              remove       hlmm
BIC {col 7}14990.41  :              remove   tnormall
BIC {col 7}15224.28  :              remove tcalculatedbypvaluee
{hline 78}
Stage 9 reg retstatR conss cognitivee pubyearr individualscc panell ivv westnortheuropee highincomee  numberofscvariabless genderr educationn  olss hlmm tnormall tcalculatedbypvaluee : BIC  14983.52
{hline 78}
BIC {col 7}15054.49  :              remove   pubyearr
BIC {col 7}14984.34  :              remove individualscc
BIC {col 7}15022.73  :              remove     panell
BIC {col 7}14980.49  :              remove        ivv
BIC {col 7}15049.11  :              remove westnortheuropee
BIC {col 7}14989.81  :              remove highincomee
BIC {col 7}14984.57  :              remove numberofscvariabless
BIC {col 7}14976.81  :              remove    genderr
BIC {col 7}14996.45  :              remove educationn
BIC {col 7}15088.1   :              remove       olss
BIC {col 7}15015.15  :              remove       hlmm
BIC {col 7}14985.11  :              remove   tnormall
BIC {col 7}15222.36  :              remove tcalculatedbypvaluee
{hline 78}
Stage 10 reg retstatR conss cognitivee pubyearr individualscc panell ivv westnortheuropee highincomee  numberofscvariabless  educationn  olss hlmm tnormall tcalculatedbypvaluee : BIC  14976.81
{hline 78}
BIC {col 7}15046.98  :              remove   pubyearr
BIC {col 7}14977.14  :              remove individualscc
BIC {col 7}15017.21  :              remove     panell
BIC {col 7}14974.22  :              remove        ivv
BIC {col 7}15046.97  :              remove westnortheuropee
BIC {col 7}14983.13  :              remove highincomee
BIC {col 7}14978.12  :              remove numberofscvariabless
BIC {col 7}14994.47  :              remove educationn
BIC {col 7}15081.53  :              remove       olss
BIC {col 7}15012.25  :              remove       hlmm
BIC {col 7}14979.02  :              remove   tnormall
BIC {col 7}15214.57  :              remove tcalculatedbypvaluee
{hline 78}
Stage 11 reg retstatR conss cognitivee pubyearr individualscc panell  westnortheuropee highincomee  numberofscvariabless  educationn  olss hlmm tnormall tcalculatedbypvaluee : BIC  14974.22
{hline 78}
BIC {col 7}15045.02  :              remove   pubyearr
BIC {col 7}14975.33  :              remove individualscc
BIC {col 7}15015.38  :              remove     panell
BIC {col 7}15041.53  :              remove westnortheuropee
BIC {col 7}14980.25  :              remove highincomee
BIC {col 7}14975.2   :              remove numberofscvariabless
BIC {col 7}14990.99  :              remove educationn
BIC {col 7}15083.84  :              remove       olss
BIC {col 7}15007.88  :              remove       hlmm
BIC {col 7}14974.38  :              remove   tnormall
BIC {col 7}15213.41  :              remove tcalculatedbypvaluee

Final Model
(sum of wgt is 136.3715618716663)

Linear regression                               Number of obs     = {res}     4,421
                                                {txt}F(13, 4407)       =  {res}    28.04
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.1796
                                                {txt}Root MSE          =    {res} 1.3007

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2}  2.05802{col 29}{space 2} .4695871{col 40}{space 1}    4.38{col 49}{space 3}0.000{col 57}{space 4} 1.137394{col 70}{space 3} 2.978647
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0155149{col 29}{space 2} .0053451{col 40}{space 1}    2.90{col 49}{space 3}0.004{col 57}{space 4} .0050358{col 70}{space 3}  .025994
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2}-.0010235{col 29}{space 2} .0002324{col 40}{space 1}   -4.40{col 49}{space 3}0.000{col 57}{space 4}-.0014792{col 70}{space 3}-.0005678
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0090323{col 29}{space 2} .0038885{col 40}{space 1}    2.32{col 49}{space 3}0.020{col 57}{space 4}  .001409{col 70}{space 3} .0166557
{txt}{space 9}panell {c |}{col 17}{res}{space 2}  -.01387{col 29}{space 2}   .00394{col 40}{space 1}   -3.52{col 49}{space 3}0.000{col 57}{space 4}-.0215943{col 70}{space 3}-.0061457
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0157662{col 29}{space 2} .0032029{col 40}{space 1}    4.92{col 49}{space 3}0.000{col 57}{space 4} .0094869{col 70}{space 3} .0220455
{txt}{space 4}highincomee {c |}{col 17}{res}{space 2}-.0125619{col 29}{space 2} .0042094{col 40}{space 1}   -2.98{col 49}{space 3}0.003{col 57}{space 4}-.0208143{col 70}{space 3}-.0043094
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0005861{col 29}{space 2} .0002431{col 40}{space 1}   -2.41{col 49}{space 3}0.016{col 57}{space 4}-.0010627{col 70}{space 3}-.0001095
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0083768{col 29}{space 2} .0025832{col 40}{space 1}   -3.24{col 49}{space 3}0.001{col 57}{space 4}-.0134412{col 70}{space 3}-.0033124
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0288485{col 29}{space 2} .0078102{col 40}{space 1}    3.69{col 49}{space 3}0.000{col 57}{space 4} .0135365{col 70}{space 3} .0441605
{txt}{space 11}hlmm {c |}{col 17}{res}{space 2}  -.01792{col 29}{space 2} .0044995{col 40}{space 1}   -3.98{col 49}{space 3}0.000{col 57}{space 4}-.0267412{col 70}{space 3}-.0090987
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2} .0064435{col 29}{space 2}  .004906{col 40}{space 1}    1.31{col 49}{space 3}0.189{col 57}{space 4}-.0031747{col 70}{space 3} .0160616
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0347134{col 29}{space 2} .0036672{col 40}{space 1}   -9.47{col 49}{space 3}0.000{col 57}{space 4}-.0419029{col 70}{space 3}-.0275239
{txt}{space 10}_cons {c |}{col 17}{res}{space 2}  .584753{col 29}{space 2} .1326221{col 40}{space 1}    4.41{col 49}{space 3}0.000{col 57}{space 4} .3247471{col 70}{space 3} .8447589
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. // Random Effects - Equal weight to each study (Column 4)
. regress retstatR conss cognitivee pubyearr individualscc panell westnortheuropee  ///
> highincomee numberofscvariabless educationn olss hlmm tnormall ///
> tcalculatedbypvaluee [pweight = weight] if esample == 1, noc vce(cluster id)
{txt}(sum of wgt is 136.3715618716663)

Linear regression                               Number of obs     = {res}     4,421
                                                {txt}F(13, 171)        =  {res}    10.21
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.3090
                                                {txt}Root MSE          =    {res} 1.3093

{txt}{ralign 81:(Std. Err. adjusted for {res:172} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} 2.278674{col 29}{space 2} .8955662{col 40}{space 1}    2.54{col 49}{space 3}0.012{col 57}{space 4} .5108857{col 70}{space 3} 4.046463
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0162739{col 29}{space 2} .0082913{col 40}{space 1}    1.96{col 49}{space 3}0.051{col 57}{space 4}-.0000925{col 70}{space 3} .0326403
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2}-.0011223{col 29}{space 2}  .000445{col 40}{space 1}   -2.52{col 49}{space 3}0.013{col 57}{space 4}-.0020006{col 70}{space 3} -.000244
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0111857{col 29}{space 2} .0072173{col 40}{space 1}    1.55{col 49}{space 3}0.123{col 57}{space 4}-.0030607{col 70}{space 3} .0254321
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0159821{col 29}{space 2} .0070997{col 40}{space 1}   -2.25{col 49}{space 3}0.026{col 57}{space 4}-.0299964{col 70}{space 3}-.0019678
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0156689{col 29}{space 2} .0063363{col 40}{space 1}    2.47{col 49}{space 3}0.014{col 57}{space 4} .0031614{col 70}{space 3} .0281764
{txt}{space 4}highincomee {c |}{col 17}{res}{space 2}-.0137945{col 29}{space 2} .0093057{col 40}{space 1}   -1.48{col 49}{space 3}0.140{col 57}{space 4}-.0321634{col 70}{space 3} .0045744
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0006251{col 29}{space 2} .0005387{col 40}{space 1}   -1.16{col 49}{space 3}0.247{col 57}{space 4}-.0016884{col 70}{space 3} .0004382
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0098032{col 29}{space 2} .0048852{col 40}{space 1}   -2.01{col 49}{space 3}0.046{col 57}{space 4}-.0194462{col 70}{space 3}-.0001602
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0305152{col 29}{space 2} .0123208{col 40}{space 1}    2.48{col 49}{space 3}0.014{col 57}{space 4} .0061948{col 70}{space 3} .0548357
{txt}{space 11}hlmm {c |}{col 17}{res}{space 2} -.017326{col 29}{space 2} .0089743{col 40}{space 1}   -1.93{col 49}{space 3}0.055{col 57}{space 4}-.0350406{col 70}{space 3} .0003885
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}  .006241{col 29}{space 2} .0089223{col 40}{space 1}    0.70{col 49}{space 3}0.485{col 57}{space 4}-.0113709{col 70}{space 3}  .023853
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0334101{col 29}{space 2} .0077614{col 40}{space 1}   -4.30{col 49}{space 3}0.000{col 57}{space 4}-.0487306{col 70}{space 3}-.0180896
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. //////////////////////////////////////////////
> //////////////  MENTAL HEALTH  ///////////////
> //////////////////////////////////////////////
> drop esample
{txt}
{com}. quietly regress retstatR conss repubbiasR cognitivee pubyearr individualscc panell ivv ///
> eastasiaa westnortheuropee highincomee othercountryy  ///
> selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall ///
> tcalculatedbypvaluee [pweight = weight] if mentalhealth == 1
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect retstatR repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee ///
> highincomee othercountryy selfreportedd ///
> numberofscvariabless agee genderr educationn maritalstatuss incomee olss ///
> orhrr hlmm seotherr tnormall tcalculatedbypvaluee [pweight = weight] if esample == 1, ///
> backward bic fix(conss cognitivee)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  9748.714
{hline 78}
BIC {col 7}9743.054  :              remove repubbiasR
BIC {col 7}9742.124  :              remove   pubyearr
BIC {col 7}9787.59   :              remove individualscc
BIC {col 7}9772.781  :              remove     panell
BIC {col 7}9740.84   :              remove        ivv
BIC {col 7}9744.886  :              remove  eastasiaa
BIC {col 7}9755.441  :              remove westnortheuropee
BIC {col 7}9740.863  :              remove highincomee
BIC {col 7}9745.159  :              remove othercountryy
BIC {col 7}9746.929  :              remove selfreportedd
BIC {col 7}9791.182  :              remove numberofscvariabless
BIC {col 7}9743.566  :              remove       agee
BIC {col 7}9744.096  :              remove    genderr
BIC {col 7}9760.951  :              remove educationn
BIC {col 7}9746.803  :              remove maritalstatuss
BIC {col 7}9744.991  :              remove    incomee
BIC {col 7}9740.836  :              remove       olss
BIC {col 7}9754.908  :              remove      orhrr
BIC {col 7}9746.391  :              remove       hlmm
BIC {col 7}9748.1    :              remove   seotherr
BIC {col 7}9757.465  :              remove   tnormall
BIC {col 7}9966.759  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  9740.836
{hline 78}
BIC {col 7}9735.177  :              remove repubbiasR
BIC {col 7}9734.268  :              remove   pubyearr
BIC {col 7}9780.056  :              remove individualscc
BIC {col 7}9764.993  :              remove     panell
BIC {col 7}9732.962  :              remove        ivv
BIC {col 7}9737.012  :              remove  eastasiaa
BIC {col 7}9747.774  :              remove westnortheuropee
BIC {col 7}9732.986  :              remove highincomee
BIC {col 7}9737.282  :              remove othercountryy
BIC {col 7}9739.121  :              remove selfreportedd
BIC {col 7}9784.753  :              remove numberofscvariabless
BIC {col 7}9735.743  :              remove       agee
BIC {col 7}9736.393  :              remove    genderr
BIC {col 7}9753.081  :              remove educationn
BIC {col 7}9738.941  :              remove maritalstatuss
BIC {col 7}9737.134  :              remove    incomee
BIC {col 7}9764.761  :              remove      orhrr
BIC {col 7}9739.982  :              remove       hlmm
BIC {col 7}9740.83   :              remove   seotherr
BIC {col 7}9749.685  :              remove   tnormall
BIC {col 7}9960.038  :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  9732.962
{hline 78}
BIC {col 7}9727.308  :              remove repubbiasR
BIC {col 7}9726.405  :              remove   pubyearr
BIC {col 7}9772.189  :              remove individualscc
BIC {col 7}9757.565  :              remove     panell
BIC {col 7}9729.136  :              remove  eastasiaa
BIC {col 7}9740.05   :              remove westnortheuropee
BIC {col 7}9725.112  :              remove highincomee
BIC {col 7}9729.412  :              remove othercountryy
BIC {col 7}9731.279  :              remove selfreportedd
BIC {col 7}9776.876  :              remove numberofscvariabless
BIC {col 7}9727.865  :              remove       agee
BIC {col 7}9728.52   :              remove    genderr
BIC {col 7}9745.412  :              remove educationn
BIC {col 7}9731.064  :              remove maritalstatuss
BIC {col 7}9729.302  :              remove    incomee
BIC {col 7}9756.924  :              remove      orhrr
BIC {col 7}9732.479  :              remove       hlmm
BIC {col 7}9733.154  :              remove   seotherr
BIC {col 7}9741.998  :              remove   tnormall
BIC {col 7}9952.172  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell eastasiaa westnortheuropee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  9725.112
{hline 78}
BIC {col 7}9719.469  :              remove repubbiasR
BIC {col 7}9718.534  :              remove   pubyearr
BIC {col 7}9764.372  :              remove individualscc
BIC {col 7}9749.729  :              remove     panell
BIC {col 7}9721.788  :              remove  eastasiaa
BIC {col 7}9737.449  :              remove westnortheuropee
BIC {col 7}9721.978  :              remove othercountryy
BIC {col 7}9723.402  :              remove selfreportedd
BIC {col 7}9769.411  :              remove numberofscvariabless
BIC {col 7}9720.062  :              remove       agee
BIC {col 7}9720.66   :              remove    genderr
BIC {col 7}9737.6    :              remove educationn
BIC {col 7}9723.205  :              remove maritalstatuss
BIC {col 7}9721.439  :              remove    incomee
BIC {col 7}9749.675  :              remove      orhrr
BIC {col 7}9724.605  :              remove       hlmm
BIC {col 7}9725.377  :              remove   seotherr
BIC {col 7}9734.163  :              remove   tnormall
BIC {col 7}9944.346  :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg retstatR conss cognitivee repubbiasR individualscc panell eastasiaa westnortheuropee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  9718.534
{hline 78}
BIC {col 7}9712.749  :              remove repubbiasR
BIC {col 7}9759.518  :              remove individualscc
BIC {col 7}9745.573  :              remove     panell
BIC {col 7}9714.917  :              remove  eastasiaa
BIC {col 7}9732.629  :              remove westnortheuropee
BIC {col 7}9714.873  :              remove othercountryy
BIC {col 7}9716.918  :              remove selfreportedd
BIC {col 7}9772.422  :              remove numberofscvariabless
BIC {col 7}9713.702  :              remove       agee
BIC {col 7}9714.088  :              remove    genderr
BIC {col 7}9730.169  :              remove educationn
BIC {col 7}9716.365  :              remove maritalstatuss
BIC {col 7}9716.337  :              remove    incomee
BIC {col 7}9743.479  :              remove      orhrr
BIC {col 7}9718.458  :              remove       hlmm
BIC {col 7}9718.405  :              remove   seotherr
BIC {col 7}9727.782  :              remove   tnormall
BIC {col 7}9951.704  :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg retstatR conss cognitivee individualscc panell eastasiaa westnortheuropee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  9712.749
{hline 78}
BIC {col 7}9752.867  :              remove individualscc
BIC {col 7}9742.225  :              remove     panell
BIC {col 7}9708.461  :              remove  eastasiaa
BIC {col 7}9726.513  :              remove westnortheuropee
BIC {col 7}9708.996  :              remove othercountryy
BIC {col 7}9710.656  :              remove selfreportedd
BIC {col 7}9767.524  :              remove numberofscvariabless
BIC {col 7}9709.245  :              remove       agee
BIC {col 7}9707.656  :              remove    genderr
BIC {col 7}9723.544  :              remove educationn
BIC {col 7}9711.028  :              remove maritalstatuss
BIC {col 7}9711.319  :              remove    incomee
BIC {col 7}9743.182  :              remove      orhrr
BIC {col 7}9713.486  :              remove       hlmm
BIC {col 7}9714.427  :              remove   seotherr
BIC {col 7}9725.169  :              remove   tnormall
BIC {col 7}9962.247  :              remove tcalculatedbypvaluee
{hline 78}
Stage 6 reg retstatR conss cognitivee individualscc panell eastasiaa westnortheuropee othercountryy selfreportedd numberofscvariabless agee educationn maritalstatuss incomee orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  9707.656
{hline 78}
BIC {col 7}9748.235  :              remove individualscc
BIC {col 7}9734.359  :              remove     panell
BIC {col 7}9703.391  :              remove  eastasiaa
BIC {col 7}9720.977  :              remove westnortheuropee
BIC {col 7}9703.976  :              remove othercountryy
BIC {col 7}9706.617  :              remove selfreportedd
BIC {col 7}9761.681  :              remove numberofscvariabless
BIC {col 7}9711.461  :              remove       agee
BIC {col 7}9718.891  :              remove educationn
BIC {col 7}9706.032  :              remove maritalstatuss
BIC {col 7}9705.436  :              remove    incomee
BIC {col 7}9741.683  :              remove      orhrr
BIC {col 7}9709.428  :              remove       hlmm
BIC {col 7}9711.465  :              remove   seotherr
BIC {col 7}9720.904  :              remove   tnormall
BIC {col 7}9965.877  :              remove tcalculatedbypvaluee
{hline 78}
Stage 7 reg retstatR conss cognitivee individualscc panell  westnortheuropee othercountryy selfreportedd numberofscvariabless agee educationn maritalstatuss incomee orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  9703.391
{hline 78}
BIC {col 7}9747.019  :              remove individualscc
BIC {col 7}9726.838  :              remove     panell
BIC {col 7}9726.276  :              remove westnortheuropee
BIC {col 7}9697.678  :              remove othercountryy
BIC {col 7}9702.211  :              remove selfreportedd
BIC {col 7}9756.242  :              remove numberofscvariabless
BIC {col 7}9706.878  :              remove       agee
BIC {col 7}9718.63   :              remove educationn
BIC {col 7}9702.339  :              remove maritalstatuss
BIC {col 7}9701.661  :              remove    incomee
BIC {col 7}9739.532  :              remove      orhrr
BIC {col 7}9705.903  :              remove       hlmm
BIC {col 7}9712.802  :              remove   seotherr
BIC {col 7}9721.463  :              remove   tnormall
BIC {col 7}9966.21   :              remove tcalculatedbypvaluee
{hline 78}
Stage 8 reg retstatR conss cognitivee individualscc panell  westnortheuropee  selfreportedd numberofscvariabless agee educationn maritalstatuss incomee orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  9697.678
{hline 78}
BIC {col 7}9742.8    :              remove individualscc
BIC {col 7}9719.101  :              remove     panell
BIC {col 7}9726.251  :              remove westnortheuropee
BIC {col 7}9696.826  :              remove selfreportedd
BIC {col 7}9754.563  :              remove numberofscvariabless
BIC {col 7}9700.95   :              remove       agee
BIC {col 7}9712.761  :              remove educationn
BIC {col 7}9696.622  :              remove maritalstatuss
BIC {col 7}9695.402  :              remove    incomee
BIC {col 7}9732.834  :              remove      orhrr
BIC {col 7}9702.285  :              remove       hlmm
BIC {col 7}9709.08   :              remove   seotherr
BIC {col 7}9714.832  :              remove   tnormall
BIC {col 7}9958.363  :              remove tcalculatedbypvaluee
{hline 78}
Stage 9 reg retstatR conss cognitivee individualscc panell  westnortheuropee  selfreportedd numberofscvariabless agee educationn maritalstatuss  orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  9695.402
{hline 78}
BIC {col 7}9742.045  :              remove individualscc
BIC {col 7}9714.227  :              remove     panell
BIC {col 7}9721.528  :              remove westnortheuropee
BIC {col 7}9692.672  :              remove selfreportedd
BIC {col 7}9754.18   :              remove numberofscvariabless
BIC {col 7}9697.817  :              remove       agee
BIC {col 7}9708.032  :              remove educationn
BIC {col 7}9693.076  :              remove maritalstatuss
BIC {col 7}9729.684  :              remove      orhrr
BIC {col 7}9699.479  :              remove       hlmm
BIC {col 7}9704.213  :              remove   seotherr
BIC {col 7}9710.683  :              remove   tnormall
BIC {col 7}9951.301  :              remove tcalculatedbypvaluee
{hline 78}
Stage 10 reg retstatR conss cognitivee individualscc panell  westnortheuropee  numberofscvariabless agee educationn maritalstatuss  orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  9692.672
{hline 78}
BIC {col 7}9740.284  :              remove individualscc
BIC {col 7}9714.231  :              remove     panell
BIC {col 7}9716.929  :              remove westnortheuropee
BIC {col 7}9752.065  :              remove numberofscvariabless
BIC {col 7}9696.22   :              remove       agee
BIC {col 7}9704.624  :              remove educationn
BIC {col 7}9689.583  :              remove maritalstatuss
BIC {col 7}9728.212  :              remove      orhrr
BIC {col 7}9698.503  :              remove       hlmm
BIC {col 7}9703.809  :              remove   seotherr
BIC {col 7}9707.026  :              remove   tnormall
BIC {col 7}9951.332  :              remove tcalculatedbypvaluee
{hline 78}
Stage 11 reg retstatR conss cognitivee individualscc panell  westnortheuropee  numberofscvariabless agee educationn  orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  9689.583
{hline 78}
BIC {col 7}9737.109  :              remove individualscc
BIC {col 7}9717.827  :              remove     panell
BIC {col 7}9719.347  :              remove westnortheuropee
BIC {col 7}9748.603  :              remove numberofscvariabless
BIC {col 7}9694.978  :              remove       agee
BIC {col 7}9704.953  :              remove educationn
BIC {col 7}9729.733  :              remove      orhrr
BIC {col 7}9695.067  :              remove       hlmm
BIC {col 7}9701.695  :              remove   seotherr
BIC {col 7}9701.303  :              remove   tnormall
BIC {col 7}9944.023  :              remove tcalculatedbypvaluee

Final Model
(sum of wgt is 103.6909971501764)

Linear regression                               Number of obs     = {res}     2,638
                                                {txt}F(13, 2624)       =  {res}    23.81
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.2486
                                                {txt}Root MSE          =    {res} 1.4909

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} .0324325{col 29}{space 2} .0149442{col 40}{space 1}    2.17{col 49}{space 3}0.030{col 57}{space 4} .0031289{col 70}{space 3} .0617362
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0283925{col 29}{space 2} .0057515{col 40}{space 1}    4.94{col 49}{space 3}0.000{col 57}{space 4} .0171146{col 70}{space 3} .0396704
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0331048{col 29}{space 2} .0069214{col 40}{space 1}    4.78{col 49}{space 3}0.000{col 57}{space 4} .0195329{col 70}{space 3} .0466768
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0166811{col 29}{space 2} .0056387{col 40}{space 1}   -2.96{col 49}{space 3}0.003{col 57}{space 4}-.0277379{col 70}{space 3}-.0056243
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0166897{col 29}{space 2} .0053135{col 40}{space 1}    3.14{col 49}{space 3}0.002{col 57}{space 4} .0062706{col 70}{space 3} .0271088
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0024266{col 29}{space 2} .0004331{col 40}{space 1}   -5.60{col 49}{space 3}0.000{col 57}{space 4}-.0032758{col 70}{space 3}-.0015775
{txt}{space 11}agee {c |}{col 17}{res}{space 2}-.0166964{col 29}{space 2}  .005636{col 40}{space 1}   -2.96{col 49}{space 3}0.003{col 57}{space 4}-.0277479{col 70}{space 3}-.0056449
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0136894{col 29}{space 2} .0047642{col 40}{space 1}   -2.87{col 49}{space 3}0.004{col 57}{space 4}-.0230313{col 70}{space 3}-.0043474
{txt}{space 10}orhrr {c |}{col 17}{res}{space 2}-.0242888{col 29}{space 2} .0090607{col 40}{space 1}   -2.68{col 49}{space 3}0.007{col 57}{space 4}-.0420557{col 70}{space 3}-.0065218
{txt}{space 11}hlmm {c |}{col 17}{res}{space 2} .0185974{col 29}{space 2} .0090959{col 40}{space 1}    2.04{col 49}{space 3}0.041{col 57}{space 4} .0007616{col 70}{space 3} .0364332
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0199667{col 29}{space 2} .0075894{col 40}{space 1}   -2.63{col 49}{space 3}0.009{col 57}{space 4}-.0348484{col 70}{space 3} -.005085
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}-.0146717{col 29}{space 2} .0078403{col 40}{space 1}   -1.87{col 49}{space 3}0.061{col 57}{space 4}-.0300456{col 70}{space 3} .0007021
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2} -.059311{col 29}{space 2} .0066416{col 40}{space 1}   -8.93{col 49}{space 3}0.000{col 57}{space 4}-.0723344{col 70}{space 3}-.0462877
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .2381113{col 29}{space 2} .2155249{col 40}{space 1}    1.10{col 49}{space 3}0.269{col 57}{space 4}-.1845047{col 70}{space 3} .6607272
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. // Random Effects - Equal weight to each study (Column 4)
. regress retstatR conss cognitivee individualscc panell   ///
> westnortheuropee numberofscvariabless agee educationn orhrr  ///
> hlmm seotherr tnormall tcalculatedbypvaluee [pweight = weight] if esample == 1, noc vce(cluster id)
{txt}(sum of wgt is 103.6909971501764)

Linear regression                               Number of obs     = {res}     2,638
                                                {txt}F(13, 154)        =  {res}    14.11
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.3976
                                                {txt}Root MSE          =    {res} 1.4916

{txt}{ralign 81:(Std. Err. adjusted for {res:155} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} .0426986{col 29}{space 2} .0173023{col 40}{space 1}    2.47{col 49}{space 3}0.015{col 57}{space 4} .0085181{col 70}{space 3} .0768791
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0284538{col 29}{space 2} .0083593{col 40}{space 1}    3.40{col 49}{space 3}0.001{col 57}{space 4} .0119402{col 70}{space 3} .0449675
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0336904{col 29}{space 2} .0102976{col 40}{space 1}    3.27{col 49}{space 3}0.001{col 57}{space 4} .0133476{col 70}{space 3} .0540333
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0171708{col 29}{space 2} .0078984{col 40}{space 1}   -2.17{col 49}{space 3}0.031{col 57}{space 4}-.0327739{col 70}{space 3}-.0015676
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0161831{col 29}{space 2} .0083533{col 40}{space 1}    1.94{col 49}{space 3}0.055{col 57}{space 4}-.0003188{col 70}{space 3}  .032685
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0024382{col 29}{space 2} .0009025{col 40}{space 1}   -2.70{col 49}{space 3}0.008{col 57}{space 4}-.0042211{col 70}{space 3}-.0006553
{txt}{space 11}agee {c |}{col 17}{res}{space 2}-.0175919{col 29}{space 2}  .010396{col 40}{space 1}   -1.69{col 49}{space 3}0.093{col 57}{space 4} -.038129{col 70}{space 3} .0029452
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0141507{col 29}{space 2} .0076153{col 40}{space 1}   -1.86{col 49}{space 3}0.065{col 57}{space 4}-.0291946{col 70}{space 3} .0008933
{txt}{space 10}orhrr {c |}{col 17}{res}{space 2} -.024531{col 29}{space 2} .0130094{col 40}{space 1}   -1.89{col 49}{space 3}0.061{col 57}{space 4}-.0502308{col 70}{space 3} .0011689
{txt}{space 11}hlmm {c |}{col 17}{res}{space 2} .0196388{col 29}{space 2} .0153537{col 40}{space 1}    1.28{col 49}{space 3}0.203{col 57}{space 4}-.0106923{col 70}{space 3} .0499699
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0207195{col 29}{space 2} .0123308{col 40}{space 1}   -1.68{col 49}{space 3}0.095{col 57}{space 4}-.0450788{col 70}{space 3} .0036398
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}-.0150711{col 29}{space 2} .0104585{col 40}{space 1}   -1.44{col 49}{space 3}0.152{col 57}{space 4}-.0357318{col 70}{space 3} .0055896
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0589402{col 29}{space 2} .0108169{col 40}{space 1}   -5.45{col 49}{space 3}0.000{col 57}{space 4}-.0803089{col 70}{space 3}-.0375715
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. //////////////////////////////////////////////
> //////////////  GENERAL HEALTH  //////////////
> //////////////////////////////////////////////
> drop esample
{txt}
{com}. quietly regress retstatR conss repubbiasR cognitivee pubyearr individualscc panell ivv ///
> eastasiaa westnortheuropee highincomee othercountryy  ///
> selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall ///
> tcalculatedbypvaluee [pweight = weight] if generalhealth == 1
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect retstatR repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee ///
> highincomee othercountryy selfreportedd ///
> numberofscvariabless agee genderr educationn maritalstatuss incomee olss ///
> orhrr hlmm seotherr tnormall tcalculatedbypvaluee [pweight = weight] if esample == 1, ///
> backward bic fix(conss cognitivee)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  16765.09
{hline 78}
BIC {col 7}16759.08  :              remove repubbiasR
BIC {col 7}16766.88  :              remove   pubyearr
BIC {col 7}16811.99  :              remove individualscc
BIC {col 7}16757.27  :              remove     panell
BIC {col 7}16756.83  :              remove        ivv
BIC {col 7}16760.34  :              remove  eastasiaa
BIC {col 7}16760.32  :              remove westnortheuropee
BIC {col 7}16760.21  :              remove highincomee
BIC {col 7}16774.13  :              remove othercountryy
BIC {col 7}16804.32  :              remove selfreportedd
BIC {col 7}16792.97  :              remove numberofscvariabless
BIC {col 7}16836.91  :              remove       agee
BIC {col 7}16759.58  :              remove    genderr
BIC {col 7}16818.48  :              remove educationn
BIC {col 7}16757.13  :              remove maritalstatuss
BIC {col 7}16765.53  :              remove    incomee
BIC {col 7}16756.66  :              remove       olss
BIC {col 7}16758.02  :              remove      orhrr
BIC {col 7}16757.36  :              remove       hlmm
BIC {col 7}16759.21  :              remove   seotherr
BIC {col 7}16759.59  :              remove   tnormall
BIC {col 7}16798.25  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  16756.66
{hline 78}
BIC {col 7}16750.62  :              remove repubbiasR
BIC {col 7}16758.4   :              remove   pubyearr
BIC {col 7}16803.56  :              remove individualscc
BIC {col 7}16748.81  :              remove     panell
BIC {col 7}16748.36  :              remove        ivv
BIC {col 7}16751.87  :              remove  eastasiaa
BIC {col 7}16751.99  :              remove westnortheuropee
BIC {col 7}16751.74  :              remove highincomee
BIC {col 7}16766.44  :              remove othercountryy
BIC {col 7}16795.88  :              remove selfreportedd
BIC {col 7}16784.5   :              remove numberofscvariabless
BIC {col 7}16828.63  :              remove       agee
BIC {col 7}16751.15  :              remove    genderr
BIC {col 7}16810.03  :              remove educationn
BIC {col 7}16748.67  :              remove maritalstatuss
BIC {col 7}16757.1   :              remove    incomee
BIC {col 7}16749.73  :              remove      orhrr
BIC {col 7}16748.9   :              remove       hlmm
BIC {col 7}16750.92  :              remove   seotherr
BIC {col 7}16751.15  :              remove   tnormall
BIC {col 7}16790.18  :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  16748.36
{hline 78}
BIC {col 7}16742.15  :              remove repubbiasR
BIC {col 7}16749.96  :              remove   pubyearr
BIC {col 7}16795.36  :              remove individualscc
BIC {col 7}16740.58  :              remove     panell
BIC {col 7}16743.66  :              remove  eastasiaa
BIC {col 7}16743.76  :              remove westnortheuropee
BIC {col 7}16743.6   :              remove highincomee
BIC {col 7}16758.07  :              remove othercountryy
BIC {col 7}16788.34  :              remove selfreportedd
BIC {col 7}16777.83  :              remove numberofscvariabless
BIC {col 7}16822.81  :              remove       agee
BIC {col 7}16743.23  :              remove    genderr
BIC {col 7}16801.85  :              remove educationn
BIC {col 7}16740.38  :              remove maritalstatuss
BIC {col 7}16748.66  :              remove    incomee
BIC {col 7}16741.29  :              remove      orhrr
BIC {col 7}16740.48  :              remove       hlmm
BIC {col 7}16742.61  :              remove   seotherr
BIC {col 7}16742.87  :              remove   tnormall
BIC {col 7}16781.83  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg retstatR conss cognitivee repubbiasR pubyearr individualscc panell eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn incomee orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  16740.38
{hline 78}
BIC {col 7}16734.02  :              remove repubbiasR
BIC {col 7}16741.84  :              remove   pubyearr
BIC {col 7}16788.28  :              remove individualscc
BIC {col 7}16732.52  :              remove     panell
BIC {col 7}16735.71  :              remove  eastasiaa
BIC {col 7}16735.9   :              remove westnortheuropee
BIC {col 7}16735.52  :              remove highincomee
BIC {col 7}16750.16  :              remove othercountryy
BIC {col 7}16780.09  :              remove selfreportedd
BIC {col 7}16770.23  :              remove numberofscvariabless
BIC {col 7}16815.26  :              remove       agee
BIC {col 7}16734.96  :              remove    genderr
BIC {col 7}16794.71  :              remove educationn
BIC {col 7}16740.25  :              remove    incomee
BIC {col 7}16733.36  :              remove      orhrr
BIC {col 7}16732.59  :              remove       hlmm
BIC {col 7}16734.78  :              remove   seotherr
BIC {col 7}16734.75  :              remove   tnormall
BIC {col 7}16774.59  :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg retstatR conss cognitivee repubbiasR pubyearr individualscc  eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn incomee orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  16732.52
{hline 78}
BIC {col 7}16726.4   :              remove repubbiasR
BIC {col 7}16734.39  :              remove   pubyearr
BIC {col 7}16779.85  :              remove individualscc
BIC {col 7}16727.98  :              remove  eastasiaa
BIC {col 7}16727.9   :              remove westnortheuropee
BIC {col 7}16727.9   :              remove highincomee
BIC {col 7}16742.18  :              remove othercountryy
BIC {col 7}16772.76  :              remove selfreportedd
BIC {col 7}16761.88  :              remove numberofscvariabless
BIC {col 7}16807.48  :              remove       agee
BIC {col 7}16727.09  :              remove    genderr
BIC {col 7}16786.3   :              remove educationn
BIC {col 7}16732.32  :              remove    incomee
BIC {col 7}16725.54  :              remove      orhrr
BIC {col 7}16724.77  :              remove       hlmm
BIC {col 7}16727.14  :              remove   seotherr
BIC {col 7}16726.76  :              remove   tnormall
BIC {col 7}16766.16  :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg retstatR conss cognitivee repubbiasR pubyearr individualscc  eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn incomee orhrr seotherr tnormall tcalculatedbypvaluee : BIC  16724.77
{hline 78}
BIC {col 7}16718.59  :              remove repubbiasR
BIC {col 7}16726.42  :              remove   pubyearr
BIC {col 7}16771.88  :              remove individualscc
BIC {col 7}16720.36  :              remove  eastasiaa
BIC {col 7}16719.97  :              remove westnortheuropee
BIC {col 7}16720.07  :              remove highincomee
BIC {col 7}16734.42  :              remove othercountryy
BIC {col 7}16765.32  :              remove selfreportedd
BIC {col 7}16753.41  :              remove numberofscvariabless
BIC {col 7}16799.12  :              remove       agee
BIC {col 7}16719.19  :              remove    genderr
BIC {col 7}16778.9   :              remove educationn
BIC {col 7}16724.63  :              remove    incomee
BIC {col 7}16717.3   :              remove      orhrr
BIC {col 7}16718.75  :              remove   seotherr
BIC {col 7}16720.07  :              remove   tnormall
BIC {col 7}16760.09  :              remove tcalculatedbypvaluee
{hline 78}
Stage 6 reg retstatR conss cognitivee repubbiasR pubyearr individualscc  eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn incomee  seotherr tnormall tcalculatedbypvaluee : BIC   16717.3
{hline 78}
BIC {col 7}16711.18  :              remove repubbiasR
BIC {col 7}16718.65  :              remove   pubyearr
BIC {col 7}16764.69  :              remove individualscc
BIC {col 7}16712.57  :              remove  eastasiaa
BIC {col 7}16712.59  :              remove westnortheuropee
BIC {col 7}16712.36  :              remove highincomee
BIC {col 7}16727.72  :              remove othercountryy
BIC {col 7}16759.25  :              remove selfreportedd
BIC {col 7}16744.94  :              remove numberofscvariabless
BIC {col 7}16795.97  :              remove       agee
BIC {col 7}16712.17  :              remove    genderr
BIC {col 7}16772.04  :              remove educationn
BIC {col 7}16717.26  :              remove    incomee
BIC {col 7}16713.68  :              remove   seotherr
BIC {col 7}16717.01  :              remove   tnormall
BIC {col 7}16762.24  :              remove tcalculatedbypvaluee
{hline 78}
Stage 7 reg retstatR conss cognitivee pubyearr individualscc  eastasiaa westnortheuropee highincomee othercountryy selfreportedd numberofscvariabless agee genderr educationn incomee  seotherr tnormall tcalculatedbypvaluee : BIC  16711.18
{hline 78}
BIC {col 7}16713.55  :              remove   pubyearr
BIC {col 7}16759.07  :              remove individualscc
BIC {col 7}16707.1   :              remove  eastasiaa
BIC {col 7}16706.65  :              remove westnortheuropee
BIC {col 7}16706.14  :              remove highincomee
BIC {col 7}16721.85  :              remove othercountryy
BIC {col 7}16754.45  :              remove selfreportedd
BIC {col 7}16739.11  :              remove numberofscvariabless
BIC {col 7}16788.8   :              remove       agee
BIC {col 7}16706.78  :              remove    genderr
BIC {col 7}16764.72  :              remove educationn
BIC {col 7}16711.02  :              remove    incomee
BIC {col 7}16709.55  :              remove   seotherr
BIC {col 7}16712.62  :              remove   tnormall
BIC {col 7}16759.04  :              remove tcalculatedbypvaluee
{hline 78}
Stage 8 reg retstatR conss cognitivee pubyearr individualscc  eastasiaa westnortheuropee othercountryy selfreportedd numberofscvariabless agee genderr educationn incomee  seotherr tnormall tcalculatedbypvaluee : BIC  16706.14
{hline 78}
BIC {col 7}16707.25  :              remove   pubyearr
BIC {col 7}16752.27  :              remove individualscc
BIC {col 7}16699.62  :              remove  eastasiaa
BIC {col 7}16707.94  :              remove westnortheuropee
BIC {col 7}16730.86  :              remove othercountryy
BIC {col 7}16749.92  :              remove selfreportedd
BIC {col 7}16730.9   :              remove numberofscvariabless
BIC {col 7}16783.21  :              remove       agee
BIC {col 7}16701.66  :              remove    genderr
BIC {col 7}16759.66  :              remove educationn
BIC {col 7}16705.34  :              remove    incomee
BIC {col 7}16704.05  :              remove   seotherr
BIC {col 7}16708.41  :              remove   tnormall
BIC {col 7}16753.82  :              remove tcalculatedbypvaluee
{hline 78}
Stage 9 reg retstatR conss cognitivee pubyearr individualscc  westnortheuropee othercountryy selfreportedd numberofscvariabless agee genderr educationn incomee  seotherr tnormall tcalculatedbypvaluee : BIC  16699.62
{hline 78}
BIC {col 7}16698.92  :              remove   pubyearr
BIC {col 7}16745.03  :              remove individualscc
BIC {col 7}16719.51  :              remove westnortheuropee
BIC {col 7}16753.37  :              remove othercountryy
BIC {col 7}16742.84  :              remove selfreportedd
BIC {col 7}16726.55  :              remove numberofscvariabless
BIC {col 7}16778.58  :              remove       agee
BIC {col 7}16694.7   :              remove    genderr
BIC {col 7}16754.85  :              remove educationn
BIC {col 7}16698.53  :              remove    incomee
BIC {col 7}16697.56  :              remove   seotherr
BIC {col 7}16703.77  :              remove   tnormall
BIC {col 7}16747.46  :              remove tcalculatedbypvaluee
{hline 78}
Stage 10 reg retstatR conss cognitivee pubyearr individualscc  westnortheuropee othercountryy selfreportedd numberofscvariabless agee educationn incomee  seotherr tnormall tcalculatedbypvaluee : BIC   16694.7
{hline 78}
BIC {col 7}16693.19  :              remove   pubyearr
BIC {col 7}16738.91  :              remove individualscc
BIC {col 7}16713.92  :              remove westnortheuropee
BIC {col 7}16747.8   :              remove othercountryy
BIC {col 7}16736.87  :              remove selfreportedd
BIC {col 7}16721.57  :              remove numberofscvariabless
BIC {col 7}16775.86  :              remove       agee
BIC {col 7}16762.88  :              remove educationn
BIC {col 7}16694.35  :              remove    incomee
BIC {col 7}16692.3   :              remove   seotherr
BIC {col 7}16698.16  :              remove   tnormall
BIC {col 7}16740.31  :              remove tcalculatedbypvaluee
{hline 78}
Stage 11 reg retstatR conss cognitivee pubyearr individualscc  westnortheuropee othercountryy selfreportedd numberofscvariabless agee educationn incomee   tnormall tcalculatedbypvaluee : BIC   16692.3
{hline 78}
BIC {col 7}16691.8   :              remove   pubyearr
BIC {col 7}16753.28  :              remove individualscc
BIC {col 7}16712.09  :              remove westnortheuropee
BIC {col 7}16744.12  :              remove othercountryy
BIC {col 7}16731.39  :              remove selfreportedd
BIC {col 7}16717.86  :              remove numberofscvariabless
BIC {col 7}16775.22  :              remove       agee
BIC {col 7}16765.26  :              remove educationn
BIC {col 7}16693.1   :              remove    incomee
BIC {col 7}16700.39  :              remove   tnormall
BIC {col 7}16738.08  :              remove tcalculatedbypvaluee
{hline 78}
Stage 12 reg retstatR conss cognitivee individualscc  westnortheuropee othercountryy selfreportedd numberofscvariabless agee educationn incomee   tnormall tcalculatedbypvaluee : BIC   16691.8
{hline 78}
BIC {col 7}16750.31  :              remove individualscc
BIC {col 7}16712.86  :              remove westnortheuropee
BIC {col 7}16749.75  :              remove othercountryy
BIC {col 7}16733.32  :              remove selfreportedd
BIC {col 7}16721.27  :              remove numberofscvariabless
BIC {col 7}16774.48  :              remove       agee
BIC {col 7}16767.58  :              remove educationn
BIC {col 7}16693.7   :              remove    incomee
BIC {col 7}16701.65  :              remove   tnormall
BIC {col 7}16732.55  :              remove tcalculatedbypvaluee

Final Model
(sum of wgt is 192.1980018570522)

Linear regression                               Number of obs     = {res}     4,810
                                                {txt}F(12, 4797)       =  {res}     8.63
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.0727
                                                {txt}Root MSE          =    {res} 1.3581

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2}-.0415018{col 29}{space 2} .0111429{col 40}{space 1}   -3.72{col 49}{space 3}0.000{col 57}{space 4}-.0633469{col 70}{space 3}-.0196567
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0072645{col 29}{space 2} .0032654{col 40}{space 1}    2.22{col 49}{space 3}0.026{col 57}{space 4} .0008629{col 70}{space 3} .0136661
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0164689{col 29}{space 2} .0033864{col 40}{space 1}    4.86{col 49}{space 3}0.000{col 57}{space 4} .0098301{col 70}{space 3} .0231078
{txt}westnortheur~ee {c |}{col 17}{res}{space 2}-.0095525{col 29}{space 2} .0038881{col 40}{space 1}   -2.46{col 49}{space 3}0.014{col 57}{space 4}-.0171749{col 70}{space 3}-.0019301
{txt}{space 2}othercountryy {c |}{col 17}{res}{space 2}-.0172911{col 29}{space 2} .0039975{col 40}{space 1}   -4.33{col 49}{space 3}0.000{col 57}{space 4}-.0251281{col 70}{space 3}-.0094541
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0340098{col 29}{space 2} .0050091{col 40}{space 1}    6.79{col 49}{space 3}0.000{col 57}{space 4} .0241897{col 70}{space 3}   .04383
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0012122{col 29}{space 2} .0003029{col 40}{space 1}   -4.00{col 49}{space 3}0.000{col 57}{space 4} -.001806{col 70}{space 3}-.0006184
{txt}{space 11}agee {c |}{col 17}{res}{space 2} .0268608{col 29}{space 2} .0076764{col 40}{space 1}    3.50{col 49}{space 3}0.000{col 57}{space 4} .0118115{col 70}{space 3} .0419101
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0178453{col 29}{space 2} .0045657{col 40}{space 1}   -3.91{col 49}{space 3}0.000{col 57}{space 4}-.0267962{col 70}{space 3}-.0088945
{txt}{space 8}incomee {c |}{col 17}{res}{space 2} -.005249{col 29}{space 2} .0030337{col 40}{space 1}   -1.73{col 49}{space 3}0.084{col 57}{space 4}-.0111965{col 70}{space 3} .0006985
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}-.0075807{col 29}{space 2} .0040171{col 40}{space 1}   -1.89{col 49}{space 3}0.059{col 57}{space 4}-.0154561{col 70}{space 3} .0002946
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0162062{col 29}{space 2} .0031846{col 40}{space 1}   -5.09{col 49}{space 3}0.000{col 57}{space 4}-.0224495{col 70}{space 3} -.009963
{txt}{space 10}_cons {c |}{col 17}{res}{space 2} .7809861{col 29}{space 2} .2685057{col 40}{space 1}    2.91{col 49}{space 3}0.004{col 57}{space 4} .2545917{col 70}{space 3} 1.307381
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. // Random Effects - Equal weight to each study (Column 4)
. regress retstatR conss cognitivee individualscc westnortheuropee  ///
> othercountryy selfreportedd numberofscvariabless agee educationn incomee   ///
> tnormall tcalculatedbypvaluee [pweight = weight] if esample == 1, noc vce(cluster id)
{txt}(sum of wgt is 192.1980018570522)

Linear regression                               Number of obs     = {res}     4,810
                                                {txt}F(12, 240)        =  {res}    26.22
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.3497
                                                {txt}Root MSE          =    {res} 1.3653

{txt}{ralign 81:(Std. Err. adjusted for {res:241} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2}-.0122986{col 29}{space 2} .0121034{col 40}{space 1}   -1.02{col 49}{space 3}0.311{col 57}{space 4}-.0361411{col 70}{space 3} .0115439
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0069751{col 29}{space 2} .0043707{col 40}{space 1}    1.60{col 49}{space 3}0.112{col 57}{space 4}-.0016348{col 70}{space 3}  .015585
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0175431{col 29}{space 2} .0056383{col 40}{space 1}    3.11{col 49}{space 3}0.002{col 57}{space 4} .0064362{col 70}{space 3} .0286501
{txt}westnortheur~ee {c |}{col 17}{res}{space 2}-.0120148{col 29}{space 2} .0057339{col 40}{space 1}   -2.10{col 49}{space 3}0.037{col 57}{space 4}  -.02331{col 70}{space 3}-.0007195
{txt}{space 2}othercountryy {c |}{col 17}{res}{space 2}-.0178726{col 29}{space 2} .0066888{col 40}{space 1}   -2.67{col 49}{space 3}0.008{col 57}{space 4}-.0310489{col 70}{space 3}-.0046964
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0354068{col 29}{space 2} .0092279{col 40}{space 1}    3.84{col 49}{space 3}0.000{col 57}{space 4} .0172288{col 70}{space 3} .0535848
{txt}numberofscva~ss {c |}{col 17}{res}{space 2} -.001377{col 29}{space 2} .0004939{col 40}{space 1}   -2.79{col 49}{space 3}0.006{col 57}{space 4}-.0023498{col 70}{space 3}-.0004041
{txt}{space 11}agee {c |}{col 17}{res}{space 2} .0270447{col 29}{space 2} .0110887{col 40}{space 1}    2.44{col 49}{space 3}0.015{col 57}{space 4} .0052012{col 70}{space 3} .0488883
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0192452{col 29}{space 2} .0071765{col 40}{space 1}   -2.68{col 49}{space 3}0.008{col 57}{space 4}-.0333822{col 70}{space 3}-.0051082
{txt}{space 8}incomee {c |}{col 17}{res}{space 2}-.0054135{col 29}{space 2} .0051675{col 40}{space 1}   -1.05{col 49}{space 3}0.296{col 57}{space 4}-.0155928{col 70}{space 3} .0047659
{txt}{space 7}tnormall {c |}{col 17}{res}{space 2}-.0092333{col 29}{space 2} .0053955{col 40}{space 1}   -1.71{col 49}{space 3}0.088{col 57}{space 4}-.0198618{col 70}{space 3} .0013953
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0168008{col 29}{space 2}  .005565{col 40}{space 1}   -3.02{col 49}{space 3}0.003{col 57}{space 4}-.0277632{col 70}{space 3}-.0058384
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. /////////////////////////////////////////////////////////////////
> //////////////  FULL SAMPLE w/ INTERACTION TERMS  ///////////////
> /////////////////////////////////////////////////////////////////
> drop esample
{txt}
{com}. quietly regress retstatR conss repubbiasR cognitivee pubyearr individualscc panell ivv ///
> eastasiaa westnortheuropee highincomee othercountryy physicalhealthh ///
> mentalhealthh selfreportedd numberofscvariabless agee genderr ///
> educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall ///
> tcalculatedbypvaluee [pweight = weight]
{txt}
{com}. gen esample = e(sample)
{txt}
{com}. 
. vselect retstatR repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee ///
> highincomee othercountryy physicalhealthh mentalhealthh selfreportedd ///
> numberofscvariabless agee genderr educationn maritalstatuss incomee olss ///
> orhrr hlmm seotherr tnormall tcalculatedbypvaluee [pweight = weight] ///
> if esample == 1, backward bic fix(conss cognitivee cogphysicall cogmentall)
{txt}BACKWARD variable selection
Information Criteria: BIC

{hline 78}
Stage 0 reg retstatR conss cognitivee cogphysicall cogmentall repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss incomee olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  41672.33
{hline 78}
BIC {col 7}41670.5   :              remove repubbiasR
BIC {col 7}41700.6   :              remove   pubyearr
BIC {col 7}41776.81  :              remove individualscc
BIC {col 7}41718.78  :              remove     panell
BIC {col 7}41663.91  :              remove        ivv
BIC {col 7}41673.12  :              remove  eastasiaa
BIC {col 7}41687.44  :              remove westnortheuropee
BIC {col 7}41664.12  :              remove highincomee
BIC {col 7}41664.16  :              remove othercountryy
BIC {col 7}41677.66  :              remove physicalhealthh
BIC {col 7}41724.74  :              remove mentalhealthh
BIC {col 7}41684.3   :              remove selfreportedd
BIC {col 7}41794.18  :              remove numberofscvariabless
BIC {col 7}41678.46  :              remove       agee
BIC {col 7}41673.4   :              remove    genderr
BIC {col 7}41724.03  :              remove educationn
BIC {col 7}41668.31  :              remove maritalstatuss
BIC {col 7}41662.97  :              remove    incomee
BIC {col 7}41680.77  :              remove       olss
BIC {col 7}41663.5   :              remove      orhrr
BIC {col 7}41663.8   :              remove       hlmm
BIC {col 7}41676.28  :              remove   seotherr
BIC {col 7}41669.93  :              remove   tnormall
BIC {col 7}42072.11  :              remove tcalculatedbypvaluee
{hline 78}
Stage 1 reg retstatR conss cognitivee cogphysicall cogmentall repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss orhrr hlmm seotherr tnormall tcalculatedbypvaluee : BIC  41662.97
{hline 78}
BIC {col 7}41661.19  :              remove repubbiasR
BIC {col 7}41691.76  :              remove   pubyearr
BIC {col 7}41767.65  :              remove individualscc
BIC {col 7}41709.41  :              remove     panell
BIC {col 7}41654.56  :              remove        ivv
BIC {col 7}41663.77  :              remove  eastasiaa
BIC {col 7}41678.07  :              remove westnortheuropee
BIC {col 7}41654.78  :              remove highincomee
BIC {col 7}41654.82  :              remove othercountryy
BIC {col 7}41668.42  :              remove physicalhealthh
BIC {col 7}41715.42  :              remove mentalhealthh
BIC {col 7}41674.92  :              remove selfreportedd
BIC {col 7}41784.81  :              remove numberofscvariabless
BIC {col 7}41669.18  :              remove       agee
BIC {col 7}41664.04  :              remove    genderr
BIC {col 7}41716.21  :              remove educationn
BIC {col 7}41658.99  :              remove maritalstatuss
BIC {col 7}41671.4   :              remove       olss
BIC {col 7}41654.14  :              remove      orhrr
BIC {col 7}41654.43  :              remove       hlmm
BIC {col 7}41666.92  :              remove   seotherr
BIC {col 7}41660.57  :              remove   tnormall
BIC {col 7}42069.29  :              remove tcalculatedbypvaluee
{hline 78}
Stage 2 reg retstatR conss cognitivee cogphysicall cogmentall repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee othercountryy physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  41654.14
{hline 78}
BIC {col 7}41652.66  :              remove repubbiasR
BIC {col 7}41683.53  :              remove   pubyearr
BIC {col 7}41758.4   :              remove individualscc
BIC {col 7}41700.11  :              remove     panell
BIC {col 7}41646.35  :              remove        ivv
BIC {col 7}41654.7   :              remove  eastasiaa
BIC {col 7}41669.16  :              remove westnortheuropee
BIC {col 7}41645.97  :              remove highincomee
BIC {col 7}41645.92  :              remove othercountryy
BIC {col 7}41659.71  :              remove physicalhealthh
BIC {col 7}41706.66  :              remove mentalhealthh
BIC {col 7}41666.69  :              remove selfreportedd
BIC {col 7}41777.19  :              remove numberofscvariabless
BIC {col 7}41660.02  :              remove       agee
BIC {col 7}41654.78  :              remove    genderr
BIC {col 7}41707.16  :              remove educationn
BIC {col 7}41650.07  :              remove maritalstatuss
BIC {col 7}41678.05  :              remove       olss
BIC {col 7}41646.62  :              remove       hlmm
BIC {col 7}41657.56  :              remove   seotherr
BIC {col 7}41651.33  :              remove   tnormall
BIC {col 7}42085.33  :              remove tcalculatedbypvaluee
{hline 78}
Stage 3 reg retstatR conss cognitivee cogphysicall cogmentall repubbiasR pubyearr individualscc panell ivv eastasiaa westnortheuropee highincomee physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  41645.92
{hline 78}
BIC {col 7}41644.42  :              remove repubbiasR
BIC {col 7}41680.84  :              remove   pubyearr
BIC {col 7}41750.71  :              remove individualscc
BIC {col 7}41691.07  :              remove     panell
BIC {col 7}41638.04  :              remove        ivv
BIC {col 7}41654.22  :              remove  eastasiaa
BIC {col 7}41678.68  :              remove westnortheuropee
BIC {col 7}41639.05  :              remove highincomee
BIC {col 7}41650.65  :              remove physicalhealthh
BIC {col 7}41697.47  :              remove mentalhealthh
BIC {col 7}41658.55  :              remove selfreportedd
BIC {col 7}41773.02  :              remove numberofscvariabless
BIC {col 7}41651.75  :              remove       agee
BIC {col 7}41646.65  :              remove    genderr
BIC {col 7}41699.33  :              remove educationn
BIC {col 7}41641.88  :              remove maritalstatuss
BIC {col 7}41670.25  :              remove       olss
BIC {col 7}41638.36  :              remove       hlmm
BIC {col 7}41649.28  :              remove   seotherr
BIC {col 7}41643.39  :              remove   tnormall
BIC {col 7}42080.04  :              remove tcalculatedbypvaluee
{hline 78}
Stage 4 reg retstatR conss cognitivee cogphysicall cogmentall repubbiasR pubyearr individualscc panell eastasiaa westnortheuropee highincomee physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss hlmm seotherr tnormall tcalculatedbypvaluee : BIC  41638.04
{hline 78}
BIC {col 7}41635.73  :              remove repubbiasR
BIC {col 7}41672.29  :              remove   pubyearr
BIC {col 7}41742.92  :              remove individualscc
BIC {col 7}41684.08  :              remove     panell
BIC {col 7}41646.62  :              remove  eastasiaa
BIC {col 7}41670.15  :              remove westnortheuropee
BIC {col 7}41631.22  :              remove highincomee
BIC {col 7}41643.39  :              remove physicalhealthh
BIC {col 7}41690.84  :              remove mentalhealthh
BIC {col 7}41651     :              remove selfreportedd
BIC {col 7}41769.59  :              remove numberofscvariabless
BIC {col 7}41644.66  :              remove       agee
BIC {col 7}41639.44  :              remove    genderr
BIC {col 7}41691.56  :              remove educationn
BIC {col 7}41634.09  :              remove maritalstatuss
BIC {col 7}41660.88  :              remove       olss
BIC {col 7}41629.96  :              remove       hlmm
BIC {col 7}41640.9   :              remove   seotherr
BIC {col 7}41634.59  :              remove   tnormall
BIC {col 7}42072.58  :              remove tcalculatedbypvaluee
{hline 78}
Stage 5 reg retstatR conss cognitivee cogphysicall cogmentall repubbiasR pubyearr individualscc panell eastasiaa westnortheuropee highincomee physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss  seotherr tnormall tcalculatedbypvaluee : BIC  41629.96
{hline 78}
BIC {col 7}41627.53  :              remove repubbiasR
BIC {col 7}41664.43  :              remove   pubyearr
BIC {col 7}41733.81  :              remove individualscc
BIC {col 7}41678.36  :              remove     panell
BIC {col 7}41639.26  :              remove  eastasiaa
BIC {col 7}41663.13  :              remove westnortheuropee
BIC {col 7}41623.25  :              remove highincomee
BIC {col 7}41635.09  :              remove physicalhealthh
BIC {col 7}41682.11  :              remove mentalhealthh
BIC {col 7}41643.09  :              remove selfreportedd
BIC {col 7}41760.38  :              remove numberofscvariabless
BIC {col 7}41636.42  :              remove       agee
BIC {col 7}41631.08  :              remove    genderr
BIC {col 7}41683.75  :              remove educationn
BIC {col 7}41626.08  :              remove maritalstatuss
BIC {col 7}41651.73  :              remove       olss
BIC {col 7}41634.86  :              remove   seotherr
BIC {col 7}41626.81  :              remove   tnormall
BIC {col 7}42065.85  :              remove tcalculatedbypvaluee
{hline 78}
Stage 6 reg retstatR conss cognitivee cogphysicall cogmentall repubbiasR pubyearr individualscc panell eastasiaa westnortheuropee  physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn maritalstatuss olss  seotherr tnormall tcalculatedbypvaluee : BIC  41623.25
{hline 78}
BIC {col 7}41620.4   :              remove repubbiasR
BIC {col 7}41656.69  :              remove   pubyearr
BIC {col 7}41726.23  :              remove individualscc
BIC {col 7}41673.1   :              remove     panell
BIC {col 7}41630.27  :              remove  eastasiaa
BIC {col 7}41653.83  :              remove westnortheuropee
BIC {col 7}41628.47  :              remove physicalhealthh
BIC {col 7}41674.52  :              remove mentalhealthh
BIC {col 7}41636.56  :              remove selfreportedd
BIC {col 7}41751.06  :              remove numberofscvariabless
BIC {col 7}41629.54  :              remove       agee
BIC {col 7}41624.75  :              remove    genderr
BIC {col 7}41677.72  :              remove educationn
BIC {col 7}41619.3   :              remove maritalstatuss
BIC {col 7}41643.94  :              remove       olss
BIC {col 7}41627.58  :              remove   seotherr
BIC {col 7}41620.43  :              remove   tnormall
BIC {col 7}42058.51  :              remove tcalculatedbypvaluee
{hline 78}
Stage 7 reg retstatR conss cognitivee cogphysicall cogmentall repubbiasR pubyearr individualscc panell eastasiaa westnortheuropee  physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn  olss  seotherr tnormall tcalculatedbypvaluee : BIC   41619.3
{hline 78}
BIC {col 7}41617.45  :              remove repubbiasR
BIC {col 7}41653.44  :              remove   pubyearr
BIC {col 7}41721.46  :              remove individualscc
BIC {col 7}41674.06  :              remove     panell
BIC {col 7}41625.28  :              remove  eastasiaa
BIC {col 7}41651.24  :              remove westnortheuropee
BIC {col 7}41623.38  :              remove physicalhealthh
BIC {col 7}41671.46  :              remove mentalhealthh
BIC {col 7}41631.33  :              remove selfreportedd
BIC {col 7}41744.54  :              remove numberofscvariabless
BIC {col 7}41624.76  :              remove       agee
BIC {col 7}41622.8   :              remove    genderr
BIC {col 7}41685.75  :              remove educationn
BIC {col 7}41642.93  :              remove       olss
BIC {col 7}41623.48  :              remove   seotherr
BIC {col 7}41616.96  :              remove   tnormall
BIC {col 7}42055.15  :              remove tcalculatedbypvaluee
{hline 78}
Stage 8 reg retstatR conss cognitivee cogphysicall cogmentall repubbiasR pubyearr individualscc panell eastasiaa westnortheuropee  physicalhealthh mentalhealthh selfreportedd numberofscvariabless agee genderr educationn  olss  seotherr tcalculatedbypvaluee : BIC  41616.96
{hline 78}
BIC {col 7}41617.43  :              remove repubbiasR
BIC {col 7}41651.35  :              remove   pubyearr
BIC {col 7}41717.17  :              remove individualscc
BIC {col 7}41669.33  :              remove     panell
BIC {col 7}41623.33  :              remove  eastasiaa
BIC {col 7}41654.41  :              remove westnortheuropee
BIC {col 7}41619.18  :              remove physicalhealthh
BIC {col 7}41666.07  :              remove mentalhealthh
BIC {col 7}41628.6   :              remove selfreportedd
BIC {col 7}41735.51  :              remove numberofscvariabless
BIC {col 7}41621.57  :              remove       agee
BIC {col 7}41619.66  :              remove    genderr
BIC {col 7}41683.83  :              remove educationn
BIC {col 7}41634.21  :              remove       olss
BIC {col 7}41627.22  :              remove   seotherr
BIC {col 7}42084.69  :              remove tcalculatedbypvaluee

Final Model
(sum of wgt is 428.7173136174222)

Linear regression                               Number of obs     = {res}    11,776
                                                {txt}F(20, 11755)      =  {res}    22.24
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.1226
                                                {txt}Root MSE          =    {res} 1.4058

{txt}{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} 1.258718{col 29}{space 2} .3909861{col 40}{space 1}    3.22{col 49}{space 3}0.001{col 57}{space 4} .4923202{col 70}{space 3} 2.025116
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2}  .007777{col 29}{space 2} .0034181{col 40}{space 1}    2.28{col 49}{space 3}0.023{col 57}{space 4} .0010769{col 70}{space 3} .0144772
{txt}{space 3}cogphysicall {c |}{col 17}{res}{space 2}  .009034{col 29}{space 2}  .007476{col 40}{space 1}    1.21{col 49}{space 3}0.227{col 57}{space 4}-.0056201{col 70}{space 3} .0236881
{txt}{space 5}cogmentall {c |}{col 17}{res}{space 2} .0279195{col 29}{space 2} .0069328{col 40}{space 1}    4.03{col 49}{space 3}0.000{col 57}{space 4} .0143301{col 70}{space 3} .0415088
{txt}{space 5}repubbiasR {c |}{col 17}{res}{space 2} .5011357{col 29}{space 2} .3257212{col 40}{space 1}    1.54{col 49}{space 3}0.124{col 57}{space 4} -.137332{col 70}{space 3} 1.139603
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2}-.0006208{col 29}{space 2} .0001954{col 40}{space 1}   -3.18{col 49}{space 3}0.001{col 57}{space 4}-.0010039{col 70}{space 3}-.0002377
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0169445{col 29}{space 2} .0024467{col 40}{space 1}    6.93{col 49}{space 3}0.000{col 57}{space 4} .0121486{col 70}{space 3} .0217405
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0092439{col 29}{space 2} .0026877{col 40}{space 1}   -3.44{col 49}{space 3}0.001{col 57}{space 4}-.0145121{col 70}{space 3}-.0039756
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2} .0057754{col 29}{space 2} .0029272{col 40}{space 1}    1.97{col 49}{space 3}0.049{col 57}{space 4} .0000376{col 70}{space 3} .0115132
{txt}westnortheur~ee {c |}{col 17}{res}{space 2} .0080696{col 29}{space 2}   .00252{col 40}{space 1}    3.20{col 49}{space 3}0.001{col 57}{space 4} .0031299{col 70}{space 3} .0130093
{txt}physicalhealthh {c |}{col 17}{res}{space 2}-.0070001{col 29}{space 2} .0037291{col 40}{space 1}   -1.88{col 49}{space 3}0.061{col 57}{space 4}-.0143097{col 70}{space 3} .0003095
{txt}{space 2}mentalhealthh {c |}{col 17}{res}{space 2}-.0128655{col 29}{space 2} .0032892{col 40}{space 1}   -3.91{col 49}{space 3}0.000{col 57}{space 4}-.0193129{col 70}{space 3}-.0064181
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0087239{col 29}{space 2} .0039302{col 40}{space 1}    2.22{col 49}{space 3}0.026{col 57}{space 4}   .00102{col 70}{space 3} .0164278
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0014117{col 29}{space 2}  .000183{col 40}{space 1}   -7.71{col 49}{space 3}0.000{col 57}{space 4}-.0017704{col 70}{space 3} -.001053
{txt}{space 11}agee {c |}{col 17}{res}{space 2} .0078521{col 29}{space 2} .0045222{col 40}{space 1}    1.74{col 49}{space 3}0.083{col 57}{space 4}-.0010121{col 70}{space 3} .0167164
{txt}{space 8}genderr {c |}{col 17}{res}{space 2}-.0063194{col 29}{space 2} .0040095{col 40}{space 1}   -1.58{col 49}{space 3}0.115{col 57}{space 4}-.0141786{col 70}{space 3} .0015398
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0108067{col 29}{space 2} .0024587{col 40}{space 1}   -4.40{col 49}{space 3}0.000{col 57}{space 4}-.0156261{col 70}{space 3}-.0059873
{txt}{space 11}olss {c |}{col 17}{res}{space 2}  .007342{col 29}{space 2} .0044776{col 40}{space 1}    1.64{col 49}{space 3}0.101{col 57}{space 4}-.0014349{col 70}{space 3} .0161189
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0054872{col 29}{space 2} .0023229{col 40}{space 1}   -2.36{col 49}{space 3}0.018{col 57}{space 4}-.0100404{col 70}{space 3} -.000934
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0302355{col 29}{space 2} .0022397{col 40}{space 1}  -13.50{col 49}{space 3}0.000{col 57}{space 4}-.0346256{col 70}{space 3}-.0258453
{txt}{space 10}_cons {c |}{col 17}{res}{space 2}-.0344085{col 29}{space 2} .4948951{col 40}{space 1}   -0.07{col 49}{space 3}0.945{col 57}{space 4}-1.004485{col 70}{space 3} .9356679
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. regress retstatR conss cognitivee cogphysicall cogmentall repubbiasR pubyearr individualscc panell ///
> eastasiaa westnortheuropee physicalhealthh mentalhealthh selfreportedd numberofscvariabless ///
> agee genderr educationn olss seotherr tcalculatedbypvaluee [pweight = weight] ///
> if esample == 1, noc vce(cluster id)
{txt}(sum of wgt is 428.7173136174222)

Linear regression                               Number of obs     = {res}    11,776
                                                {txt}F(20, 438)        =  {res}    22.25
                                                {txt}Prob > F          = {res}    0.0000
                                                {txt}R-squared         = {res}    0.3310
                                                {txt}Root MSE          =    {res} 1.4058

{txt}{ralign 81:(Std. Err. adjusted for {res:439} clusters in id)}
{hline 16}{c TT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{col 17}{c |}{col 29}    Robust
{col 1}       retstatR{col 17}{c |}      Coef.{col 29}   Std. Err.{col 41}      t{col 49}   P>|t|{col 57}     [95% Con{col 70}f. Interval]
{hline 16}{c +}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{space 10}conss {c |}{col 17}{res}{space 2} 1.259201{col 29}{space 2} .6798021{col 40}{space 1}    1.85{col 49}{space 3}0.065{col 57}{space 4}-.0768787{col 70}{space 3}  2.59528
{txt}{space 5}cognitivee {c |}{col 17}{res}{space 2} .0077735{col 29}{space 2} .0045902{col 40}{space 1}    1.69{col 49}{space 3}0.091{col 57}{space 4} -.001248{col 70}{space 3} .0167949
{txt}{space 3}cogphysicall {c |}{col 17}{res}{space 2} .0090351{col 29}{space 2} .0106508{col 40}{space 1}    0.85{col 49}{space 3}0.397{col 57}{space 4}-.0118979{col 70}{space 3}  .029968
{txt}{space 5}cogmentall {c |}{col 17}{res}{space 2} .0279259{col 29}{space 2} .0096033{col 40}{space 1}    2.91{col 49}{space 3}0.004{col 57}{space 4} .0090515{col 70}{space 3} .0468002
{txt}{space 5}repubbiasR {c |}{col 17}{res}{space 2} .4788112{col 29}{space 2} .1285718{col 40}{space 1}    3.72{col 49}{space 3}0.000{col 57}{space 4} .2261168{col 70}{space 3} .7315057
{txt}{space 7}pubyearr {c |}{col 17}{res}{space 2}-.0006215{col 29}{space 2} .0003385{col 40}{space 1}   -1.84{col 49}{space 3}0.067{col 57}{space 4}-.0012869{col 70}{space 3} .0000439
{txt}{space 2}individualscc {c |}{col 17}{res}{space 2} .0169579{col 29}{space 2} .0045416{col 40}{space 1}    3.73{col 49}{space 3}0.000{col 57}{space 4} .0080318{col 70}{space 3}  .025884
{txt}{space 9}panell {c |}{col 17}{res}{space 2}-.0092505{col 29}{space 2} .0040929{col 40}{space 1}   -2.26{col 49}{space 3}0.024{col 57}{space 4}-.0172947{col 70}{space 3}-.0012063
{txt}{space 6}eastasiaa {c |}{col 17}{res}{space 2} .0058005{col 29}{space 2} .0049488{col 40}{space 1}    1.17{col 49}{space 3}0.242{col 57}{space 4}-.0039257{col 70}{space 3} .0155268
{txt}westnortheur~ee {c |}{col 17}{res}{space 2}  .008068{col 29}{space 2} .0044694{col 40}{space 1}    1.81{col 49}{space 3}0.072{col 57}{space 4}-.0007163{col 70}{space 3} .0168522
{txt}physicalhealthh {c |}{col 17}{res}{space 2}-.0069953{col 29}{space 2}  .006674{col 40}{space 1}   -1.05{col 49}{space 3}0.295{col 57}{space 4}-.0201124{col 70}{space 3} .0061218
{txt}{space 2}mentalhealthh {c |}{col 17}{res}{space 2}-.0128627{col 29}{space 2} .0048014{col 40}{space 1}   -2.68{col 49}{space 3}0.008{col 57}{space 4}-.0222993{col 70}{space 3} -.003426
{txt}{space 2}selfreportedd {c |}{col 17}{res}{space 2} .0087302{col 29}{space 2} .0067486{col 40}{space 1}    1.29{col 49}{space 3}0.196{col 57}{space 4}-.0045334{col 70}{space 3} .0219938
{txt}numberofscva~ss {c |}{col 17}{res}{space 2}-.0014116{col 29}{space 2} .0003533{col 40}{space 1}   -4.00{col 49}{space 3}0.000{col 57}{space 4} -.002106{col 70}{space 3}-.0007173
{txt}{space 11}agee {c |}{col 17}{res}{space 2} .0078398{col 29}{space 2} .0074047{col 40}{space 1}    1.06{col 49}{space 3}0.290{col 57}{space 4}-.0067133{col 70}{space 3} .0223929
{txt}{space 8}genderr {c |}{col 17}{res}{space 2}-.0063266{col 29}{space 2} .0054297{col 40}{space 1}   -1.17{col 49}{space 3}0.245{col 57}{space 4}-.0169981{col 70}{space 3}  .004345
{txt}{space 5}educationn {c |}{col 17}{res}{space 2}-.0108036{col 29}{space 2} .0041895{col 40}{space 1}   -2.58{col 49}{space 3}0.010{col 57}{space 4}-.0190375{col 70}{space 3}-.0025696
{txt}{space 11}olss {c |}{col 17}{res}{space 2} .0073376{col 29}{space 2} .0069699{col 40}{space 1}    1.05{col 49}{space 3}0.293{col 57}{space 4} -.006361{col 70}{space 3} .0210361
{txt}{space 7}seotherr {c |}{col 17}{res}{space 2}-.0055125{col 29}{space 2} .0042188{col 40}{space 1}   -1.31{col 49}{space 3}0.192{col 57}{space 4}-.0138042{col 70}{space 3} .0027791
{txt}tcalculatedb~ee {c |}{col 17}{res}{space 2}-.0302366{col 29}{space 2} .0043565{col 40}{space 1}   -6.94{col 49}{space 3}0.000{col 57}{space 4}-.0387988{col 70}{space 3}-.0216744
{txt}{hline 16}{c BT}{hline 11}{hline 11}{hline 9}{hline 8}{hline 13}{hline 12}
{res}{txt}
{com}. 
. 
. log close
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